+197.6%
JCI vs TRMB
+36.0%
+161.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.2% | -0.7% | +1.2% |
| 7D | +2.9% | +4.1% | -1.2% | +1.3% |
| 30D | -6.9% | -5.1% | -1.9% | -5.7% |
| 3M | -6.3% | -2.6% | -3.7% | -6.3% |
| 6M | +2.6% | -2.7% | +5.3% | +2.0% |
| YTD | +21.8% | -27.9% | +49.7% | +38.7% |
| 1Y | +19.6% | -29.0% | +48.6% | +37.0% |
| All | +197.6% | +36.0% | +161.6% | +146.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling