+2,257.0%
JCI vs TT
+15,147.4%
-12,890.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.7% | +0.1% | +2.7% |
| 7D | -3.4% | +1.7% | -5.2% | -4.0% |
| 30D | -10.1% | -11.8% | +1.7% | -4.7% |
| 3M | -6.8% | -12.6% | +5.8% | -0.7% |
| 6M | +2.0% | -9.4% | +11.3% | +7.1% |
| YTD | +19.2% | +8.8% | +10.4% | +15.5% |
| 1Y | +16.7% | -2.5% | +19.3% | +18.7% |
| 3Y | +194.3% | +95.7% | +98.7% | +120.3% |
| 5Y | +103.0% | +135.7% | -32.7% | +39.8% |
| 10Y | +301.7% | +750.6% | -448.9% | +64.2% |
| All | +2,257.0% | +15,147.4% | -12,890.4% | +190.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling