+2,638.3%
JCI vs TNA
+990.0%
+1,648.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.3% |
| 7D | +5.1% | +4.1% | +1.0% | +4.0% |
| 30D | -3.8% | -7.6% | +3.8% | -1.9% |
| 3M | +1.9% | +8.1% | -6.2% | -0.5% |
| 6M | +11.2% | +49.0% | -37.8% | -0.9% |
| YTD | +22.9% | +51.7% | -28.8% | +8.3% |
| 1Y | +37.4% | +59.6% | -22.2% | +18.1% |
| 3Y | +167.8% | +118.9% | +48.9% | +95.9% |
| 5Y | +115.0% | -19.2% | +134.2% | +83.9% |
| 10Y | +325.3% | +77.2% | +248.1% | +131.5% |
| All | +2,638.3% | +990.0% | +1,648.3% | +463.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling