+166.0%
JCI vs TRU
-2.1%
+168.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | +4.1% | -6.5% | +10.6% | +5.2% |
| 30D | -3.8% | -2.5% | -1.3% | -3.6% |
| 3M | -1.6% | +10.4% | -12.0% | -4.2% |
| 6M | +9.5% | +1.6% | +7.9% | +8.0% |
| YTD | +21.7% | -9.7% | +31.4% | +22.8% |
| 1Y | +37.1% | -17.3% | +54.4% | +40.9% |
| All | +166.0% | -2.1% | +168.1% | +162.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling