+340.5%
JCI vs TEL
+316.2%
+24.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.6% | -1.3% | +0.2% |
| 7D | +0.7% | +1.6% | -0.8% | -0.2% |
| 30D | -4.4% | -0.7% | -3.8% | -4.2% |
| 3M | +1.7% | +2.4% | -0.8% | -0.3% |
| 6M | +8.8% | +4.1% | +4.7% | +4.7% |
| YTD | +22.6% | -5.8% | +28.5% | +23.9% |
| 1Y | +36.2% | +0.9% | +35.3% | +31.2% |
| 3Y | +168.0% | +72.6% | +95.4% | +82.1% |
| 5Y | +113.5% | +57.5% | +55.9% | +51.2% |
| All | +340.5% | +316.2% | +24.3% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 10y: compounded portfolio wealth divided by compounded TEL 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…
10y analysis · Full analysis span regression · 6 months rolling