+911.5%
TT vs JBL
+1,478.7%
-567.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | +0.1% |
| 7D | -1.0% | -1.0% | 0.0% | -0.6% |
| 30D | -8.9% | -15.1% | +6.2% | -3.4% |
| 3M | -1.8% | -14.0% | +12.2% | +2.9% |
| 6M | +1.9% | +20.6% | -18.7% | -6.5% |
| YTD | +13.8% | +32.9% | -19.1% | +0.2% |
| 1Y | +6.1% | +40.5% | -34.4% | -9.4% |
| 3Y | +119.6% | +183.7% | -64.2% | +34.9% |
| 5Y | +145.9% | +388.3% | -242.5% | +16.6% |
| All | +911.5% | +1,478.7% | -567.2% | +201.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded JBL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling