+1,887.0%
JCI vs TRMB
+3,381.2%
-1,494.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +3.0% | +2.1% |
| 7D | +3.8% | -2.5% | +6.4% | +4.3% |
| 30D | -5.7% | +1.5% | -7.2% | -6.0% |
| 3M | -1.4% | +6.8% | -8.2% | -2.9% |
| 6M | +4.1% | -14.9% | +19.1% | +6.7% |
| YTD | +21.7% | -24.1% | +45.8% | +27.0% |
| 1Y | +36.1% | -25.4% | +61.5% | +42.3% |
| 3Y | +154.4% | +8.0% | +146.4% | +148.0% |
| 5Y | +112.0% | -37.3% | +149.3% | +125.3% |
| 10Y | +322.2% | +116.8% | +205.4% | +259.8% |
| All | +1,887.0% | +3,381.2% | -1,494.2% | +950.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling