+111.7%
JCI vs TEM
+46.9%
+64.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.7% | -1.1% |
| 7D | +0.4% | -9.2% | +9.6% | +1.2% |
| 30D | -7.7% | +5.5% | -13.2% | -8.5% |
| 3M | +2.8% | +18.7% | -16.0% | +0.2% |
| 6M | +7.2% | +15.4% | -8.2% | +4.2% |
| YTD | +20.0% | -0.5% | +20.5% | +17.8% |
| 1Y | +33.3% | -24.8% | +58.1% | +34.0% |
| All | +111.7% | +46.9% | +64.9% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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