+293.5%
JCI vs TRMB
+102.3%
+191.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -1.9% | -2.1% |
| 7D | +3.2% | +2.8% | +0.4% | +2.1% |
| 30D | -8.6% | -5.9% | -2.7% | -7.0% |
| 3M | -7.7% | -3.3% | -4.4% | -7.4% |
| 6M | -2.6% | +1.3% | -3.9% | -4.8% |
| YTD | +17.4% | -29.0% | +46.3% | +31.3% |
| 1Y | +16.9% | -27.8% | +44.7% | +29.7% |
| 3Y | +186.7% | +36.3% | +150.4% | +143.6% |
| 5Y | +95.4% | -35.8% | +131.2% | +116.9% |
| All | +293.5% | +102.3% | +191.2% | +187.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 10y: compounded portfolio wealth divided by compounded TRMB 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…
10y analysis · Full analysis span regression · 6 months rolling