+115.0%
JCI vs TECH
-41.8%
+156.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +5.1% | +0.2% | +4.9% | +5.1% |
| 30D | -3.8% | +0.1% | -4.0% | -3.9% |
| 3M | +1.9% | +37.5% | -35.6% | -6.0% |
| 6M | +11.2% | +34.6% | -23.4% | +1.9% |
| YTD | +22.9% | +23.5% | -0.5% | +14.6% |
| 1Y | +37.4% | +34.4% | +3.0% | +24.0% |
| 3Y | +167.8% | +2.3% | +165.6% | +153.2% |
| 5Y | +115.0% | -41.7% | +156.8% | +137.1% |
| All | +115.0% | -41.8% | +156.8% | +137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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