+341.0%
JCI vs TPR
+299.5%
+41.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | 0.0% |
| 7D | +4.1% | -7.3% | +11.4% | +6.3% |
| 30D | -3.8% | -30.7% | +26.9% | +6.3% |
| 3M | -1.6% | -21.6% | +20.0% | +4.6% |
| 6M | +9.5% | -21.3% | +30.9% | +15.8% |
| YTD | +21.7% | -10.2% | +31.9% | +23.3% |
| 1Y | +37.1% | +9.5% | +27.6% | +30.3% |
| 3Y | +165.2% | +280.8% | -115.6% | +68.7% |
| 5Y | +110.3% | +218.7% | -108.4% | +36.7% |
| 10Y | +341.0% | +306.7% | +34.3% | +123.4% |
| All | +341.0% | +299.5% | +41.5% | +123.4% |
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