+117.0%
JCI vs TEM
+60.7%
+56.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.0% |
| 7D | +5.1% | +3.2% | +1.9% | +4.8% |
| 30D | -3.8% | +23.5% | -27.4% | -6.0% |
| 3M | +1.9% | +32.3% | -30.4% | -1.5% |
| 6M | +11.2% | +23.0% | -11.8% | +7.5% |
| YTD | +22.9% | +8.9% | +14.1% | +19.8% |
| 1Y | +37.4% | -19.9% | +57.2% | +37.4% |
| All | +117.0% | +60.7% | +56.3% | +90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling