+110.3%
JCI vs TE
-43.0%
+153.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.7% |
| 7D | +4.1% | +15.0% | -10.9% | +2.8% |
| 30D | -3.8% | -7.5% | +3.7% | -3.4% |
| 3M | -1.6% | -42.0% | +40.3% | +1.9% |
| 6M | +9.5% | -31.4% | +41.0% | +9.8% |
| YTD | +21.7% | -26.5% | +48.2% | +19.9% |
| 1Y | +37.1% | +153.1% | -116.0% | +16.6% |
| 3Y | +165.2% | -20.7% | +185.9% | +132.1% |
| 5Y | +110.3% | -45.4% | +155.7% | +84.8% |
| All | +110.3% | -43.0% | +153.3% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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