+108.8%
JCI vs TRU
-36.7%
+145.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.3% | -1.4% |
| 7D | +0.4% | -9.4% | +9.8% | +2.8% |
| 30D | -7.7% | -4.1% | -3.6% | -7.0% |
| 3M | +2.8% | +13.6% | -10.8% | -1.8% |
| 6M | +7.2% | +3.6% | +3.7% | +4.5% |
| YTD | +20.0% | -9.8% | +29.8% | +20.9% |
| 1Y | +33.3% | -13.6% | +46.9% | +35.3% |
| 3Y | +161.3% | -2.0% | +163.3% | +148.7% |
| 5Y | +108.8% | -35.8% | +144.6% | +148.5% |
| All | +108.8% | -36.7% | +145.4% | +148.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling