+16.9%
JCI vs TRMB
-31.7%
+48.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -1.9% | -2.2% |
| 7D | +3.2% | +2.8% | +0.4% | +2.9% |
| 30D | -8.6% | -5.9% | -2.7% | -7.4% |
| 3M | -7.7% | -3.3% | -4.4% | -6.5% |
| 6M | -2.6% | +1.3% | -3.9% | -1.6% |
| YTD | +17.4% | -29.0% | +46.3% | +19.3% |
| 1Y | +16.9% | -27.8% | +44.7% | +17.8% |
| All | +16.9% | -31.7% | +48.7% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling