+175.9%
JCI vs TT
+89.7%
+86.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +1.0% |
| 7D | -9.4% | -2.0% | -7.4% | -7.9% |
| 30D | -13.4% | -14.0% | +0.6% | -3.4% |
| 3M | -12.4% | -15.9% | +3.5% | -0.7% |
| 6M | -5.1% | -17.3% | +12.2% | +8.7% |
| YTD | +13.7% | +4.0% | +9.8% | +12.0% |
| 1Y | +11.4% | -7.1% | +18.5% | +17.9% |
| 3Y | +175.9% | +90.2% | +85.6% | +92.3% |
| All | +175.9% | +89.7% | +86.2% | +92.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling