+114.4%
JCI vs TRGP
+628.1%
-513.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.4% |
| 7D | +0.7% | +0.1% | +0.7% | +0.7% |
| 30D | -4.4% | +8.0% | -12.5% | -7.1% |
| 3M | +1.7% | +8.3% | -6.6% | -1.6% |
| 6M | +8.8% | +23.9% | -15.1% | 0.0% |
| YTD | +22.6% | +59.6% | -37.0% | +2.7% |
| 1Y | +36.2% | +79.4% | -43.2% | +8.6% |
| 3Y | +168.0% | +269.4% | -101.4% | +64.0% |
| All | +114.4% | +628.1% | -513.7% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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