+3.8%
TTWO vs JBL
+21.6%
-17.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.8% | +5.5% | +2.5% |
| 7D | +1.3% | -1.0% | +2.3% | +1.2% |
| 30D | -13.4% | -15.1% | +1.7% | -14.8% |
| 3M | +3.1% | -14.0% | +17.1% | +1.6% |
| 6M | +3.8% | +20.6% | -16.8% | +2.3% |
| All | +3.8% | +21.6% | -17.8% | +2.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling