+412.5%
JCI vs TRU
+228.6%
+184.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.8% | +1.9% |
| 7D | +5.1% | -7.2% | +12.3% | +7.4% |
| 30D | -3.8% | -2.8% | -1.0% | -3.3% |
| 3M | +1.9% | +13.0% | -11.1% | -3.3% |
| 6M | +11.2% | +0.7% | +10.5% | +8.7% |
| YTD | +22.9% | -9.0% | +31.9% | +23.3% |
| 1Y | +37.4% | -16.3% | +53.7% | +40.8% |
| 3Y | +167.8% | -1.1% | +168.9% | +146.8% |
| 5Y | +115.0% | -36.0% | +151.0% | +129.4% |
| 10Y | +325.3% | +139.9% | +185.4% | +199.5% |
| All | +412.5% | +228.6% | +184.0% | +239.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling