+122.7%
TT vs JBL
+189.9%
-67.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | +1.6% | +4.4% | -2.8% | +0.2% |
| 30D | -7.3% | -8.4% | +1.1% | -5.0% |
| 3M | -2.6% | -14.2% | +11.6% | +1.4% |
| 6M | +5.9% | +29.6% | -23.7% | -2.8% |
| YTD | +15.4% | +37.1% | -21.7% | +4.0% |
| 1Y | +8.2% | +49.5% | -41.2% | -5.4% |
| 3Y | +122.7% | +192.7% | -70.0% | +61.7% |
| All | +122.7% | +189.9% | -67.2% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling