+168.0%
JCI vs TCOM
+8.0%
+160.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.2% |
| 7D | +0.7% | -4.9% | +5.6% | +1.1% |
| 30D | -4.4% | -14.4% | +10.0% | -3.5% |
| 3M | +1.7% | -17.7% | +19.3% | +2.9% |
| 6M | +8.8% | -25.1% | +33.9% | +10.9% |
| YTD | +22.6% | -45.7% | +68.4% | +28.2% |
| 1Y | +36.2% | -47.9% | +84.1% | +42.9% |
| 3Y | +168.0% | +8.9% | +159.1% | +163.9% |
| All | +168.0% | +8.0% | +160.0% | +163.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 3y: compounded portfolio wealth divided by compounded TCOM 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…
3y analysis · Full analysis span regression · 6 months rolling