+2,368.4%
JCI vs TSEM
+11.3%
+2,357.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.8% | -5.9% | +1.0% |
| 7D | +3.8% | +6.9% | -3.1% | +3.0% |
| 30D | -5.7% | +5.3% | -11.0% | -6.5% |
| 3M | -1.4% | -14.9% | +13.5% | -0.6% |
| 6M | +4.1% | +80.0% | -75.9% | -4.2% |
| YTD | +21.7% | +89.4% | -67.6% | +10.9% |
| 1Y | +36.1% | +253.1% | -217.0% | +15.3% |
| 3Y | +154.4% | +642.1% | -487.7% | +96.8% |
| 5Y | +112.0% | +659.1% | -547.1% | +61.9% |
| 10Y | +322.2% | +1,291.4% | -969.1% | +196.6% |
| All | +2,368.4% | +11.3% | +2,357.1% | +1,517.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling