+2,307.7%
JCI vs TAP
+825.0%
+1,482.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +3.8% | -2.3% | +6.1% | +4.3% |
| 30D | -5.7% | -2.1% | -3.5% | -5.4% |
| 3M | -1.4% | +6.6% | -8.0% | -3.0% |
| 6M | +4.1% | -11.5% | +15.6% | +5.9% |
| YTD | +21.7% | -10.3% | +32.0% | +23.2% |
| 1Y | +36.1% | -14.4% | +50.5% | +38.7% |
| 3Y | +154.4% | -28.3% | +182.7% | +165.8% |
| 5Y | +112.0% | +1.7% | +110.3% | +105.6% |
| 10Y | +322.2% | -49.2% | +371.4% | +346.7% |
| All | +2,307.7% | +825.0% | +1,482.7% | +1,569.3% |
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