+2,149.4%
JCI vs TAP
+821.1%
+1,328.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.5% | +7.2% | +3.5% |
| 7D | -9.4% | +0.5% | -9.9% | -9.6% |
| 30D | -13.4% | +9.1% | -22.6% | -15.1% |
| 3M | -12.4% | -3.8% | -8.6% | -12.3% |
| 6M | -5.1% | -3.4% | -1.7% | -5.4% |
| YTD | +13.7% | -10.6% | +24.4% | +14.7% |
| 1Y | +11.4% | -4.4% | +15.8% | +10.7% |
| 3Y | +175.9% | -24.4% | +200.3% | +184.1% |
| 5Y | +98.4% | +2.1% | +96.3% | +91.4% |
| 10Y | +311.2% | -48.7% | +359.9% | +332.3% |
| All | +2,149.4% | +821.1% | +1,328.3% | +1,453.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling