+108.8%
JCI vs TD
+122.4%
-13.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -2.0% |
| 7D | +0.4% | -2.6% | +3.0% | +2.0% |
| 30D | -7.7% | -1.0% | -6.7% | -7.2% |
| 3M | +2.8% | +5.6% | -2.9% | -0.9% |
| 6M | +7.2% | +27.1% | -19.8% | -8.0% |
| YTD | +20.0% | +29.4% | -9.4% | +1.7% |
| 1Y | +33.3% | +60.7% | -27.4% | -1.3% |
| 3Y | +161.3% | +127.6% | +33.7% | +52.5% |
| 5Y | +108.8% | +125.4% | -16.6% | +23.4% |
| All | +108.8% | +122.4% | -13.6% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling