+110.3%
JCI vs TSN
-20.2%
+130.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | +4.1% | -7.3% | +11.4% | +5.1% |
| 30D | -3.8% | -8.6% | +4.8% | -2.7% |
| 3M | -1.6% | -7.5% | +5.9% | -0.9% |
| 6M | +9.5% | -14.1% | +23.7% | +11.5% |
| YTD | +21.7% | -9.4% | +31.2% | +22.7% |
| 1Y | +37.1% | -4.1% | +41.2% | +36.5% |
| 3Y | +165.2% | +10.3% | +154.8% | +150.4% |
| 5Y | +110.3% | -19.7% | +130.0% | +114.4% |
| All | +110.3% | -20.2% | +130.5% | +114.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling