+498.5%
JCI vs TCOM
+2,694.8%
-2,196.2%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.0% |
| 7D | +3.8% | -9.5% | +13.4% | +5.4% |
| 30D | -5.7% | -10.7% | +5.1% | -4.1% |
| 3M | -1.4% | -14.6% | +13.2% | +0.6% |
| 6M | +4.1% | -19.3% | +23.5% | +7.0% |
| YTD | +21.7% | -42.9% | +64.7% | +31.3% |
| 1Y | +36.1% | -43.8% | +79.9% | +47.0% |
| 3Y | +154.4% | +2.1% | +152.3% | +143.3% |
| 5Y | +112.0% | +31.2% | +80.8% | +85.8% |
| 10Y | +322.2% | -13.9% | +336.2% | +275.1% |
| All | +498.5% | +2,694.8% | -2,196.2% | +198.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling