+802.2%
TTMI vs JBL
+390.6%
+411.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.2% | +0.5% |
| 7D | +6.0% | -1.0% | +7.0% | +6.9% |
| 30D | -6.4% | -15.1% | +8.6% | +6.5% |
| 3M | -28.9% | -14.0% | -14.9% | -18.7% |
| 6M | +26.9% | +20.6% | +6.3% | +17.1% |
| YTD | +77.3% | +32.9% | +44.4% | +55.1% |
| 1Y | +147.5% | +40.5% | +107.0% | +110.7% |
| 3Y | +847.6% | +183.7% | +663.9% | +412.6% |
| 5Y | +802.2% | +388.3% | +413.9% | +224.5% |
| All | +802.2% | +390.6% | +411.6% | +224.5% |
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