+1,889.6%
JCI vs TMF
-69.2%
+1,958.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.7% |
| 7D | -9.4% | +1.2% | -10.6% | -9.2% |
| 30D | -13.4% | +19.7% | -33.1% | -11.7% |
| 3M | -12.4% | -2.1% | -10.3% | -12.4% |
| 6M | -5.1% | -13.4% | +8.3% | -6.3% |
| YTD | +13.7% | -16.7% | +30.5% | +12.0% |
| 1Y | +11.4% | -23.3% | +34.8% | +8.8% |
| 3Y | +175.9% | -24.8% | +200.7% | +173.5% |
| 5Y | +98.4% | -88.0% | +186.4% | +55.5% |
| 10Y | +311.2% | -84.7% | +395.9% | +260.0% |
| All | +1,889.6% | -69.2% | +1,958.8% | +2,114.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling