+99.9%
JCI vs TSEM
+333.8%
-233.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | +8.4% | +20.5% | -12.1% | +3.9% |
| 30D | -8.9% | -29.0% | +20.1% | -2.4% |
| 3M | -6.4% | -39.4% | +32.9% | +3.0% |
| 6M | +1.6% | -28.5% | +30.1% | +5.4% |
| YTD | +20.1% | +34.4% | -14.4% | +6.4% |
| 1Y | +17.2% | +48.3% | -31.1% | +1.2% |
| 3Y | +190.7% | +543.5% | -352.8% | +78.2% |
| 5Y | +99.9% | +331.4% | -231.5% | +32.8% |
| All | +99.9% | +333.8% | -233.9% | +32.8% |
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