+27.7%
JCI vs TPG
+0.9%
+26.7%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.7% | -9.9% | -6.4% |
| 7D | -10.7% | +12.5% | -23.2% | -11.3% |
| 30D | -10.4% | +12.7% | -23.1% | -11.0% |
| 3M | -8.3% | +3.5% | -11.8% | -8.5% |
| 6M | -2.1% | +14.1% | -16.2% | -3.7% |
| YTD | +18.4% | -18.5% | +36.8% | +17.4% |
| 1Y | +27.7% | -1.8% | +29.5% | +23.4% |
| All | +27.7% | +0.9% | +26.7% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 1y: compounded portfolio wealth divided by compounded TPG 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…
1y analysis · Full analysis span regression · 6 months rolling