+340.5%
JCI vs TT
+961.2%
-620.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +1.8% |
| 7D | +0.7% | -1.2% | +1.9% | +1.6% |
| 30D | -4.4% | -7.3% | +2.9% | +0.7% |
| 3M | +1.7% | -3.6% | +5.3% | +4.1% |
| 6M | +8.8% | +2.8% | +6.0% | +6.8% |
| YTD | +22.6% | +14.5% | +8.1% | +11.8% |
| 1Y | +36.2% | +7.4% | +28.8% | +29.3% |
| 3Y | +168.0% | +116.2% | +51.8% | +54.2% |
| 5Y | +113.5% | +147.4% | -33.9% | +10.0% |
| All | +340.5% | +961.2% | -620.8% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling