+102.7%
JCI vs TPG
+74.1%
+28.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.7% |
| 7D | +0.7% | -9.4% | +10.2% | +4.0% |
| 30D | -4.4% | -5.3% | +0.8% | -3.2% |
| 3M | +1.7% | +12.9% | -11.2% | -3.1% |
| 6M | +8.8% | +20.1% | -11.3% | +0.8% |
| YTD | +22.6% | -22.5% | +45.1% | +31.2% |
| 1Y | +36.2% | -19.7% | +55.9% | +43.0% |
| 3Y | +168.0% | +81.2% | +86.8% | +104.1% |
| All | +102.7% | +74.1% | +28.6% | +46.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling