+36.2%
JCI vs BTSG
+113.2%
-77.0%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.8% | +2.0% |
| 7D | +0.7% | -3.3% | +4.0% | +1.3% |
| 30D | -4.4% | -1.6% | -2.8% | -4.2% |
| 3M | +1.7% | -6.9% | +8.6% | +1.3% |
| 6M | +8.8% | +42.1% | -33.3% | -0.9% |
| YTD | +22.6% | +56.8% | -34.2% | +9.4% |
| 1Y | +36.2% | +109.8% | -73.6% | +12.3% |
| All | +36.2% | +113.2% | -77.0% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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