+168.0%
JCI vs TPG
+81.8%
+86.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.7% |
| 7D | +0.7% | -9.4% | +10.2% | +3.8% |
| 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% | +0.9% |
| YTD | +22.6% | -22.5% | +45.1% | +32.1% |
| 1Y | +36.2% | -19.7% | +55.9% | +43.7% |
| 3Y | +168.0% | +81.2% | +86.8% | +88.5% |
| All | +168.0% | +81.8% | +86.2% | +88.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling