+2,307.7%
JCI vs TFC
+2,596.5%
-288.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +3.8% | +2.4% | +1.4% | +3.0% |
| 30D | -5.7% | -1.3% | -4.4% | -5.2% |
| 3M | -1.4% | +6.1% | -7.5% | -3.7% |
| 6M | +4.1% | +7.3% | -3.2% | +1.3% |
| YTD | +21.7% | +8.2% | +13.5% | +17.8% |
| 1Y | +36.1% | +14.4% | +21.7% | +28.9% |
| 3Y | +154.4% | +93.7% | +60.7% | +98.8% |
| 5Y | +112.0% | +16.4% | +95.6% | +92.1% |
| 10Y | +322.2% | +101.6% | +220.7% | +204.1% |
| All | +2,307.7% | +2,596.5% | -288.7% | +953.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling