+246.6%
JCI vs TDY
+6,954.6%
-6,708.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.5% |
| 7D | +4.1% | -1.8% | +5.9% | +4.7% |
| 30D | -3.8% | -13.8% | +9.9% | +0.6% |
| 3M | -1.6% | -3.9% | +2.2% | -0.4% |
| 6M | +9.5% | -9.0% | +18.5% | +12.8% |
| YTD | +21.7% | +16.5% | +5.2% | +16.0% |
| 1Y | +37.1% | +9.3% | +27.9% | +33.1% |
| 3Y | +165.2% | +45.1% | +120.1% | +136.2% |
| 5Y | +110.3% | +35.0% | +75.3% | +91.0% |
| 10Y | +341.0% | +469.0% | -128.0% | +168.7% |
| All | +246.6% | +6,954.6% | -6,708.0% | +4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling