+178.5%
JCI vs TPR
+7,380.8%
-7,202.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +3.8% | -2.3% | +6.1% | +4.5% |
| 30D | -5.7% | -23.0% | +17.3% | +1.1% |
| 3M | -1.4% | -12.5% | +11.1% | +1.6% |
| 6M | +4.1% | -21.4% | +25.6% | +10.2% |
| YTD | +21.7% | -3.5% | +25.3% | +20.9% |
| 1Y | +36.1% | +17.4% | +18.8% | +27.0% |
| 3Y | +154.4% | +291.3% | -136.8% | +62.4% |
| 5Y | +112.0% | +241.9% | -129.9% | +36.5% |
| 10Y | +322.2% | +322.7% | -0.4% | +124.6% |
| All | +178.5% | +7,380.8% | -7,202.2% | -36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling