+341.0%
JCI vs TAP
-51.4%
+392.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | +4.1% | -5.1% | +9.2% | +5.6% |
| 30D | -3.8% | -8.4% | +4.6% | -1.5% |
| 3M | -1.6% | -3.9% | +2.3% | -1.2% |
| 6M | +9.5% | -14.4% | +23.9% | +13.6% |
| YTD | +21.7% | -14.7% | +36.5% | +25.9% |
| 1Y | +37.1% | -18.7% | +55.8% | +43.5% |
| 3Y | +165.2% | -32.6% | +197.8% | +190.5% |
| 5Y | +110.3% | -1.4% | +111.7% | +95.6% |
| 10Y | +341.0% | -50.4% | +391.4% | +330.6% |
| All | +341.0% | -51.4% | +392.4% | +330.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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