+2,307.7%
JCI vs TSN
+890.5%
+1,417.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | +3.8% | -6.3% | +10.2% | +5.3% |
| 30D | -5.7% | -10.8% | +5.1% | -3.3% |
| 3M | -1.4% | -8.8% | +7.4% | +0.2% |
| 6M | +4.1% | -16.8% | +21.0% | +7.8% |
| YTD | +21.7% | -10.0% | +31.7% | +23.6% |
| 1Y | +36.1% | -5.3% | +41.4% | +36.3% |
| 3Y | +154.4% | +8.5% | +145.9% | +143.8% |
| 5Y | +112.0% | -22.9% | +135.0% | +117.4% |
| 10Y | +322.2% | -12.6% | +334.9% | +306.0% |
| All | +2,307.7% | +890.5% | +1,417.3% | +981.1% |
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