+197.6%
JCI vs TSN
+44.5%
+153.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.5% |
| 7D | +2.9% | -0.3% | +3.2% | +2.9% |
| 30D | -6.9% | +11.8% | -18.7% | -7.0% |
| 3M | -6.3% | +7.1% | -13.4% | -6.3% |
| 6M | +2.6% | -9.2% | +11.7% | +3.8% |
| YTD | +21.8% | +4.8% | +17.0% | +21.7% |
| 1Y | +19.6% | +11.6% | +8.0% | +18.9% |
| All | +197.6% | +44.5% | +153.2% | +162.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling