+341.0%
JCI vs TFC
+97.4%
+243.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.6% |
| 7D | +4.1% | -1.3% | +5.4% | +4.6% |
| 30D | -3.8% | -2.3% | -1.5% | -2.9% |
| 3M | -1.6% | +2.5% | -4.1% | -3.1% |
| 6M | +9.5% | +9.5% | 0.0% | +4.8% |
| YTD | +21.7% | +5.1% | +16.7% | +18.2% |
| 1Y | +37.1% | +15.5% | +21.7% | +27.5% |
| 3Y | +165.2% | +95.2% | +70.0% | +93.6% |
| 5Y | +110.3% | +14.5% | +95.8% | +87.0% |
| 10Y | +341.0% | +97.2% | +243.8% | +196.1% |
| All | +341.0% | +97.4% | +243.6% | +196.1% |
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