+114.4%
JCI vs TDY
+39.0%
+75.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +1.5% |
| 7D | +0.7% | -1.1% | +1.9% | +1.4% |
| 30D | -4.4% | -12.0% | +7.6% | +3.1% |
| 3M | +1.7% | -3.2% | +4.9% | +3.6% |
| 6M | +8.8% | -7.9% | +16.7% | +14.0% |
| YTD | +22.6% | +18.2% | +4.4% | +10.2% |
| 1Y | +36.2% | +6.7% | +29.6% | +29.9% |
| 3Y | +168.0% | +47.5% | +120.5% | +107.5% |
| All | +114.4% | +39.0% | +75.4% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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