+288.2%
JCI vs TAP
-48.8%
+337.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -5.9% | -4.5% | -1.3% | -4.8% |
| 30D | -10.4% | +7.5% | -17.8% | -12.8% |
| 3M | -6.1% | -4.9% | -1.2% | -5.6% |
| 6M | +1.7% | -3.5% | +5.2% | +1.2% |
| YTD | +18.9% | -11.4% | +30.3% | +20.7% |
| 1Y | +16.1% | -10.8% | +26.9% | +17.4% |
| 3Y | +187.8% | -24.5% | +212.3% | +201.5% |
| 5Y | +103.2% | +2.5% | +100.8% | +85.9% |
| 10Y | +288.2% | -47.6% | +335.8% | +269.7% |
| All | +288.2% | -48.8% | +337.1% | +269.7% |
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