+145.1%
JCI vs TLN
+589.3%
-444.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.6% |
| 7D | +4.1% | +5.8% | -1.8% | +2.9% |
| 30D | -3.8% | -6.9% | +3.0% | -2.6% |
| 3M | -1.6% | -10.9% | +9.2% | +0.1% |
| 6M | +9.5% | -4.6% | +14.1% | +9.2% |
| YTD | +21.7% | -14.7% | +36.4% | +23.0% |
| 1Y | +37.1% | -17.9% | +55.1% | +39.0% |
| 3Y | +165.2% | +483.9% | -318.7% | +80.2% |
| All | +145.1% | +589.3% | -444.2% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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