+166.0%
JCI vs TSN
+10.3%
+155.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | +4.1% | -7.3% | +11.4% | +4.4% |
| 30D | -3.8% | -8.6% | +4.8% | -3.5% |
| 3M | -1.6% | -7.5% | +5.9% | -1.5% |
| 6M | +9.5% | -14.1% | +23.7% | +10.3% |
| YTD | +21.7% | -9.4% | +31.2% | +21.9% |
| 1Y | +37.1% | -4.1% | +41.2% | +36.6% |
| All | +166.0% | +10.3% | +155.7% | +135.4% |
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