+110.3%
JCI vs TENB
-26.8%
+137.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +4.1% | -1.7% | +5.7% | +4.3% |
| 30D | -3.8% | -8.3% | +4.4% | -3.1% |
| 3M | -1.6% | +26.2% | -27.8% | -5.5% |
| 6M | +9.5% | +60.2% | -50.7% | +1.1% |
| YTD | +21.7% | +43.1% | -21.4% | +13.9% |
| 1Y | +37.1% | +9.4% | +27.8% | +34.5% |
| 3Y | +165.2% | -23.9% | +189.0% | +172.1% |
| 5Y | +110.3% | -28.2% | +138.5% | +108.3% |
| All | +110.3% | -26.8% | +137.1% | +108.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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