+11,157.6%
TT vs JBL
+42,637.0%
-31,479.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.6% |
| 7D | 0.0% | +3.0% | -3.0% | -0.6% |
| 30D | -7.2% | -8.3% | +1.1% | -5.7% |
| 3M | -3.0% | -16.9% | +13.9% | +0.2% |
| 6M | +1.4% | +21.8% | -20.4% | -2.9% |
| YTD | +15.9% | +36.3% | -20.4% | +8.5% |
| 1Y | +9.4% | +49.5% | -40.1% | +0.3% |
| 3Y | +124.4% | +170.6% | -46.3% | +80.3% |
| 5Y | +138.0% | +408.4% | -270.4% | +68.9% |
| 10Y | +886.4% | +1,450.4% | -564.0% | +464.7% |
| All | +11,157.6% | +42,637.0% | -31,479.5% | +4,489.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling