+1,335.9%
JCI vs TRI
+518.6%
+817.3%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.5% | +7.5% | +3.6% |
| 7D | +5.1% | -7.1% | +12.2% | +7.9% |
| 30D | -3.8% | -2.3% | -1.5% | -3.7% |
| 3M | +1.9% | +19.6% | -17.7% | -8.2% |
| 6M | +11.2% | -8.7% | +19.9% | +9.9% |
| YTD | +22.9% | -22.3% | +45.2% | +28.0% |
| 1Y | +37.4% | -40.7% | +78.0% | +62.5% |
| 3Y | +167.8% | -17.8% | +185.6% | +162.8% |
| 5Y | +115.0% | -8.5% | +123.5% | +98.9% |
| 10Y | +325.3% | +192.6% | +132.7% | +115.7% |
| All | +1,335.9% | +518.6% | +817.3% | +478.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling