+95.0%
JCI vs TPR
+230.3%
-135.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | +3.2% | -0.3% | +3.5% | +3.3% |
| 30D | -8.6% | +15.1% | -23.7% | -12.9% |
| 3M | -7.7% | +3.5% | -11.3% | -9.3% |
| 6M | -2.6% | +0.4% | -3.0% | -4.6% |
| YTD | +17.4% | +4.6% | +12.8% | +12.5% |
| 1Y | +16.9% | +33.1% | -16.2% | +3.1% |
| 3Y | +186.7% | +396.0% | -209.2% | +51.1% |
| All | +95.0% | +230.3% | -135.2% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling