+1,124.0%
TTMI vs JBL
+1,558.3%
-434.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.0% | -1.7% | -0.1% |
| 7D | +0.7% | +2.4% | -1.7% | -1.0% |
| 30D | -8.4% | -13.1% | +4.7% | +1.4% |
| 3M | -32.5% | -15.6% | -16.9% | -22.7% |
| 6M | +32.5% | +24.6% | +7.9% | +19.7% |
| YTD | +83.2% | +39.6% | +43.6% | +55.4% |
| 1Y | +161.7% | +48.6% | +113.1% | +115.1% |
| 3Y | +890.1% | +197.3% | +692.9% | +408.3% |
| 5Y | +832.4% | +413.0% | +419.5% | +233.3% |
| All | +1,124.0% | +1,558.3% | -434.3% | +110.4% |
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