+340.5%
JCI vs TD
+306.3%
+34.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.8% |
| 7D | +0.7% | -0.5% | +1.3% | +1.1% |
| 30D | -4.4% | -1.9% | -2.5% | -3.3% |
| 3M | +1.7% | +4.8% | -3.1% | -1.7% |
| 6M | +8.8% | +28.0% | -19.2% | -8.0% |
| YTD | +22.6% | +30.3% | -7.7% | +2.4% |
| 1Y | +36.2% | +59.8% | -23.6% | -0.9% |
| 3Y | +168.0% | +124.7% | +43.3% | +52.6% |
| 5Y | +113.5% | +127.0% | -13.5% | +19.4% |
| All | +340.5% | +306.3% | +34.2% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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