+114.4%
JCI vs TDG
+126.1%
-11.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +1.7% |
| 7D | +0.7% | -1.9% | +2.6% | +1.6% |
| 30D | -4.4% | -7.7% | +3.3% | -1.0% |
| 3M | +1.7% | -9.3% | +11.0% | +5.7% |
| 6M | +8.8% | -9.4% | +18.2% | +12.5% |
| YTD | +22.6% | -14.3% | +36.9% | +29.3% |
| 1Y | +36.2% | -11.8% | +48.0% | +40.8% |
| 3Y | +168.0% | +52.0% | +116.0% | +101.5% |
| All | +114.4% | +126.1% | -11.7% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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