+110.3%
JCI vs TSEM
+654.3%
-544.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.7% |
| 7D | +4.1% | +4.7% | -0.6% | +3.0% |
| 30D | -3.8% | -14.2% | +10.4% | -1.0% |
| 3M | -1.6% | -5.0% | +3.4% | -2.6% |
| 6M | +9.5% | +87.6% | -78.0% | -8.1% |
| YTD | +21.7% | +84.4% | -62.7% | +1.4% |
| 1Y | +37.1% | +235.4% | -198.3% | -1.6% |
| 3Y | +165.2% | +668.0% | -502.8% | +55.3% |
| 5Y | +110.3% | +644.7% | -534.4% | +20.9% |
| All | +110.3% | +654.3% | -544.0% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling