+340.5%
JCI vs TRU
+147.2%
+193.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.3% | +1.9% |
| 7D | +0.7% | -2.7% | +3.5% | +1.6% |
| 30D | -4.4% | -2.0% | -2.4% | -4.1% |
| 3M | +1.7% | +18.4% | -16.8% | -5.1% |
| 6M | +8.8% | +8.9% | -0.1% | +3.5% |
| YTD | +22.6% | -8.9% | +31.6% | +23.0% |
| 1Y | +36.2% | -15.9% | +52.1% | +39.6% |
| 3Y | +168.0% | -1.1% | +169.1% | +146.5% |
| 5Y | +113.5% | -35.2% | +148.6% | +128.8% |
| All | +340.5% | +147.2% | +193.3% | +230.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling