+145.2%
JCI vs TLN
+583.6%
-438.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.8% | -1.9% | +1.1% |
| 7D | +3.8% | +7.1% | -3.2% | +2.4% |
| 30D | -5.7% | -3.9% | -1.8% | -5.1% |
| 3M | -1.4% | -16.2% | +14.8% | +1.6% |
| 6M | +4.1% | -5.8% | +9.9% | +4.1% |
| YTD | +21.7% | -15.4% | +37.2% | +23.3% |
| 1Y | +36.1% | -16.7% | +52.8% | +37.5% |
| 3Y | +154.4% | +473.8% | -319.3% | +73.5% |
| All | +145.2% | +583.6% | -438.4% | +66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling