+340.5%
JCI vs TSN
-4.9%
+345.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.0% |
| 7D | +0.7% | +3.0% | -2.3% | 0.0% |
| 30D | -4.4% | -4.2% | -0.3% | -3.6% |
| 3M | +1.7% | -3.9% | +5.6% | +2.1% |
| 6M | +8.8% | -9.8% | +18.6% | +10.5% |
| YTD | +22.6% | -7.3% | +29.9% | +23.6% |
| 1Y | +36.2% | -2.2% | +38.4% | +35.1% |
| 3Y | +168.0% | +11.9% | +156.1% | +152.2% |
| 5Y | +113.5% | -16.9% | +130.4% | +115.3% |
| All | +340.5% | -4.9% | +345.4% | +314.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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