+307.6%
JCI vs TFC
+81.3%
+226.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +2.9% | -1.2% | +4.1% | +3.5% |
| 30D | -6.9% | +7.8% | -14.7% | -10.1% |
| 3M | -6.3% | -3.0% | -3.3% | -5.4% |
| 6M | +2.6% | +5.8% | -3.2% | -0.7% |
| YTD | +21.8% | +5.3% | +16.5% | +17.8% |
| 1Y | +19.6% | +15.7% | +3.9% | +10.9% |
| 3Y | +194.9% | +94.8% | +100.1% | +115.4% |
| 5Y | +108.1% | 0.0% | +108.1% | +96.3% |
| 10Y | +307.6% | +79.0% | +228.6% | +186.0% |
| All | +307.6% | +81.3% | +226.3% | +186.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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