+293.5%
JCI vs TSEM
+805.6%
-512.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.9% | +4.7% | -0.6% |
| 7D | +3.2% | +7.0% | -3.8% | +1.5% |
| 30D | -8.6% | -29.8% | +21.2% | -1.4% |
| 3M | -7.7% | -41.9% | +34.2% | +3.2% |
| 6M | -2.6% | -45.8% | +43.2% | +8.1% |
| YTD | +17.4% | +25.1% | -7.7% | +4.8% |
| 1Y | +16.9% | +48.2% | -31.3% | 0.0% |
| 3Y | +186.7% | +476.5% | -289.7% | +72.7% |
| 5Y | +95.4% | +301.4% | -206.1% | +24.8% |
| All | +293.5% | +805.6% | -512.1% | +98.5% |
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