+167.8%
JCI vs TFC
+98.6%
+69.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.9% |
| 7D | +5.1% | +2.2% | +2.9% | +4.0% |
| 30D | -3.8% | -2.5% | -1.4% | -2.8% |
| 3M | +1.9% | +4.5% | -2.7% | -0.6% |
| 6M | +11.2% | +11.0% | +0.2% | +5.4% |
| YTD | +22.9% | +5.9% | +17.1% | +18.6% |
| 1Y | +37.4% | +14.6% | +22.8% | +27.3% |
| 3Y | +167.8% | +96.7% | +71.1% | +98.1% |
| All | +167.8% | +98.6% | +69.2% | +98.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling