+302.6%
JCI vs TE
-53.0%
+355.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.8% |
| 7D | +3.8% | -4.0% | +7.8% | +4.2% |
| 30D | -5.7% | -15.9% | +10.2% | -4.5% |
| 3M | -1.4% | -60.5% | +59.2% | +5.3% |
| 6M | +4.1% | -35.2% | +39.3% | +4.9% |
| YTD | +21.7% | -31.1% | +52.9% | +20.6% |
| 1Y | +36.1% | +148.6% | -112.5% | +16.2% |
| 3Y | +154.4% | -26.4% | +180.8% | +123.2% |
| 5Y | +112.0% | -48.0% | +160.1% | +86.1% |
| All | +302.6% | -53.0% | +355.6% | +243.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling