+16.9%
JCI vs TLN
+1.6%
+15.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -1.6% |
| 7D | +3.2% | +11.0% | -7.9% | +0.6% |
| 30D | -8.6% | +4.9% | -13.5% | -9.8% |
| 3M | -7.7% | +4.9% | -12.7% | -9.4% |
| 6M | -2.6% | +7.1% | -9.7% | -4.9% |
| YTD | +17.4% | +0.3% | +17.0% | +13.3% |
| 1Y | +16.9% | +5.9% | +11.0% | +11.6% |
| All | +16.9% | +1.6% | +15.3% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling