+108.8%
JCI vs TNA
-26.1%
+134.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.6% | -0.6% |
| 7D | +0.4% | -7.6% | +8.0% | +2.5% |
| 30D | -7.7% | -13.6% | +5.9% | -4.1% |
| 3M | +2.8% | +2.8% | -0.1% | +1.6% |
| 6M | +7.2% | +34.5% | -27.3% | -2.2% |
| YTD | +20.0% | +41.0% | -21.1% | +7.1% |
| 1Y | +33.3% | +52.0% | -18.8% | +15.3% |
| 3Y | +161.3% | +103.5% | +57.8% | +91.8% |
| 5Y | +108.8% | -22.5% | +131.3% | +69.1% |
| All | +108.8% | -26.1% | +134.9% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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