+283.4%
JCI vs TPR
+391.0%
-107.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +3.0% |
| 7D | -9.4% | +14.2% | -23.6% | -13.1% |
| 30D | -13.4% | +17.1% | -30.5% | -17.7% |
| 3M | -12.4% | -17.7% | +5.3% | -8.4% |
| 6M | -5.1% | -10.2% | +5.0% | -3.9% |
| YTD | +13.7% | +4.9% | +8.8% | +9.6% |
| 1Y | +11.4% | +36.1% | -24.7% | -0.9% |
| 3Y | +175.9% | +416.5% | -240.6% | +59.8% |
| 5Y | +98.4% | +254.8% | -156.4% | +24.4% |
| All | +283.4% | +391.0% | -107.6% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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