+2,029.7%
JCI vs TMF
-68.9%
+2,098.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.9% |
| 7D | +3.8% | -1.4% | +5.3% | +3.7% |
| 30D | -5.7% | -2.8% | -2.8% | -5.9% |
| 3M | -1.4% | -10.9% | +9.5% | -2.5% |
| 6M | +4.1% | -21.3% | +25.5% | +1.7% |
| YTD | +21.7% | -15.9% | +37.6% | +19.8% |
| 1Y | +36.1% | -15.7% | +51.9% | +34.2% |
| 3Y | +154.4% | -43.4% | +197.8% | +143.5% |
| 5Y | +112.0% | -87.8% | +199.8% | +66.8% |
| 10Y | +322.2% | -86.7% | +409.0% | +259.7% |
| All | +2,029.7% | -68.9% | +2,098.5% | +2,269.1% |
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 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