+172.6%
TTMI vs JBL
+52.3%
+120.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.5% | +7.3% | +7.0% |
| 7D | +5.9% | +3.0% | +2.8% | +2.2% |
| 30D | -4.3% | -8.3% | +4.0% | +6.4% |
| 3M | -32.0% | -16.9% | -15.1% | -13.9% |
| 6M | +19.5% | +21.8% | -2.3% | -2.1% |
| YTD | +82.0% | +36.3% | +45.7% | +31.3% |
| 1Y | +172.6% | +49.5% | +123.1% | +80.6% |
| All | +172.6% | +52.3% | +120.3% | +80.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling