+98.8%
JCI vs TMF
-88.0%
+186.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.7% |
| 7D | -9.4% | +1.2% | -10.6% | -9.4% |
| 30D | -13.4% | +19.7% | -33.1% | -14.0% |
| 3M | -12.4% | -2.1% | -10.3% | -12.3% |
| 6M | -5.1% | -13.4% | +8.3% | -4.6% |
| YTD | +13.7% | -16.7% | +30.5% | +14.5% |
| 1Y | +11.4% | -23.3% | +34.8% | +12.5% |
| 3Y | +175.9% | -24.8% | +200.7% | +175.8% |
| All | +98.8% | -88.0% | +186.8% | +94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling