+108.8%
JCI vs TRI
-11.1%
+119.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.1% | -1.3% |
| 7D | +0.4% | -14.4% | +14.8% | +2.1% |
| 30D | -7.7% | -8.1% | +0.4% | -7.0% |
| 3M | +2.8% | +17.5% | -14.8% | -0.6% |
| 6M | +7.2% | -5.0% | +12.2% | +8.3% |
| YTD | +20.0% | -24.7% | +44.7% | +32.1% |
| 1Y | +33.3% | -41.5% | +74.7% | +65.1% |
| 3Y | +161.3% | -20.3% | +181.7% | +154.0% |
| 5Y | +108.8% | -10.9% | +119.7% | +77.3% |
| All | +108.8% | -11.1% | +119.9% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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