+330.8%
JCI vs TSEM
+1,289.9%
-959.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.5% | -0.6% |
| 7D | +0.4% | +0.9% | -0.5% | +0.1% |
| 30D | -7.7% | -16.6% | +8.9% | -4.2% |
| 3M | +2.8% | -10.9% | +13.7% | +3.2% |
| 6M | +7.2% | +78.0% | -70.8% | -9.8% |
| YTD | +20.0% | +77.2% | -57.2% | -0.1% |
| 1Y | +33.3% | +207.6% | -174.3% | -3.5% |
| 3Y | +161.3% | +637.8% | -476.5% | +50.3% |
| 5Y | +108.8% | +617.0% | -508.2% | +17.7% |
| All | +330.8% | +1,289.9% | -959.1% | +109.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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