+434.2%
JCI vs TDG
+12,839.7%
-12,405.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.3% |
| 7D | +4.1% | -2.4% | +6.5% | +5.1% |
| 30D | -3.8% | -8.0% | +4.2% | -0.5% |
| 3M | -1.6% | -10.5% | +8.8% | +2.5% |
| 6M | +9.5% | -11.9% | +21.4% | +14.3% |
| YTD | +21.7% | -15.4% | +37.1% | +28.5% |
| 1Y | +37.1% | -14.2% | +51.3% | +43.4% |
| 3Y | +165.2% | +51.0% | +114.1% | +116.5% |
| 5Y | +110.3% | +126.5% | -16.2% | +43.9% |
| 10Y | +341.0% | +535.6% | -194.6% | +81.2% |
| All | +434.2% | +12,839.7% | -12,405.5% | -36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling