+187.8%
JCI vs TFC
+95.4%
+92.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | -5.9% | +1.7% | -7.6% | -6.6% |
| 30D | -10.4% | +9.0% | -19.4% | -13.9% |
| 3M | -6.1% | -2.1% | -4.0% | -5.4% |
| 6M | +1.7% | +3.4% | -1.6% | -0.7% |
| YTD | +18.9% | +5.3% | +13.6% | +14.5% |
| 1Y | +16.1% | +16.2% | 0.0% | +6.5% |
| 3Y | +187.8% | +94.8% | +93.0% | +115.6% |
| All | +187.8% | +95.4% | +92.4% | +115.6% |
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