+301.7%
JCI vs TMF
-83.0%
+384.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.8% |
| 7D | -3.4% | +0.6% | -4.0% | -3.4% |
| 30D | -10.1% | +16.3% | -26.4% | -9.5% |
| 3M | -6.8% | -2.7% | -4.1% | -6.8% |
| 6M | +2.0% | -13.2% | +15.1% | +1.5% |
| YTD | +19.2% | -16.7% | +35.9% | +18.4% |
| 1Y | +16.7% | -22.7% | +39.5% | +15.6% |
| 3Y | +194.3% | -26.1% | +220.4% | +193.3% |
| 5Y | +103.0% | -88.4% | +191.5% | +68.4% |
| 10Y | +301.7% | -81.8% | +383.6% | +256.5% |
| All | +301.7% | -83.0% | +384.8% | +256.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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