+135.7%
TT vs JBL
+299.1%
-163.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.6% | -1.0% | +2.7% |
| 7D | +1.7% | -5.2% | +6.9% | +3.6% |
| 30D | -11.8% | -17.5% | +5.7% | -6.0% |
| 3M | -12.6% | -26.0% | +13.4% | -3.9% |
| 6M | -9.4% | -28.9% | +19.5% | +0.4% |
| YTD | +8.8% | +10.8% | -2.0% | +2.9% |
| 1Y | -2.5% | +18.3% | -20.8% | -10.1% |
| 3Y | +95.7% | +102.2% | -6.5% | +43.0% |
| 5Y | +135.7% | +303.2% | -167.5% | +20.6% |
| All | +135.7% | +299.1% | -163.4% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling