+2,221.0%
JCI vs TSN
+1,033.0%
+1,188.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.5% | -2.1% |
| 7D | +3.2% | -1.4% | +4.6% | +3.5% |
| 30D | -8.6% | +8.5% | -17.1% | -10.5% |
| 3M | -7.7% | +5.3% | -13.0% | -9.2% |
| 6M | -2.6% | -10.5% | +7.9% | -0.9% |
| YTD | +17.4% | +3.0% | +14.4% | +15.3% |
| 1Y | +16.9% | +12.1% | +4.8% | +12.5% |
| 3Y | +186.7% | +43.1% | +143.6% | +157.4% |
| 5Y | +95.4% | -15.1% | +110.5% | +95.7% |
| 10Y | +292.7% | +14.8% | +277.9% | +255.0% |
| All | +2,221.0% | +1,033.0% | +1,188.0% | +908.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling