+236.4%
JCI vs TSLQ
-97.3%
+333.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | +4.1% | -8.0% | +12.1% | +3.3% |
| 30D | -3.8% | -23.8% | +19.9% | -6.2% |
| 3M | -1.6% | -7.0% | +5.4% | -0.6% |
| 6M | +9.5% | -17.1% | +26.6% | +10.7% |
| YTD | +21.7% | +0.1% | +21.7% | +26.0% |
| 1Y | +37.1% | -51.2% | +88.3% | +33.5% |
| 3Y | +165.2% | -95.9% | +261.1% | +129.7% |
| All | +236.4% | -97.3% | +333.7% | +209.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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