+108.1%
JCI vs TRMB
-34.2%
+142.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.6% |
| 3M | -6.3% | -2.6% | -3.7% | -6.3% |
| 6M | +2.6% | -2.7% | +5.3% | +1.9% |
| YTD | +21.8% | -27.9% | +49.7% | +36.4% |
| 1Y | +19.6% | -29.0% | +48.6% | +34.6% |
| 3Y | +194.9% | +35.0% | +160.0% | +151.0% |
| 5Y | +108.1% | -33.9% | +142.1% | +128.9% |
| All | +108.1% | -34.2% | +142.4% | +128.9% |
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