+110.3%
JCI vs TRMB
-39.0%
+149.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.4% | 0.0% |
| 7D | +4.1% | -2.9% | +7.0% | +5.3% |
| 30D | -3.8% | -1.8% | -2.1% | -3.4% |
| 3M | -1.6% | +8.4% | -10.0% | -5.7% |
| 6M | +9.5% | -18.5% | +28.1% | +18.0% |
| YTD | +21.7% | -26.7% | +48.5% | +36.5% |
| 1Y | +37.1% | -28.3% | +65.4% | +54.8% |
| 3Y | +165.2% | +12.6% | +152.6% | +142.4% |
| 5Y | +110.3% | -38.7% | +149.0% | +145.0% |
| All | +110.3% | -39.0% | +149.3% | +145.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling