+98.2%
JCI vs TPG
+71.4%
+26.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.6% | -0.1% |
| 7D | +0.4% | -11.8% | +12.2% | +4.5% |
| 30D | -7.7% | -6.3% | -1.5% | -6.2% |
| 3M | +2.8% | +13.6% | -10.8% | -2.3% |
| 6M | +7.2% | +13.8% | -6.6% | +1.1% |
| YTD | +20.0% | -23.7% | +43.7% | +29.0% |
| 1Y | +33.3% | -18.2% | +51.4% | +38.7% |
| 3Y | +161.3% | +80.1% | +81.2% | +99.4% |
| All | +98.2% | +71.4% | +26.9% | +44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling