+2,307.7%
JCI vs TT
+16,138.6%
-13,830.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.5% |
| 7D | +3.8% | 0.0% | +3.8% | +3.8% |
| 30D | -5.7% | -7.2% | +1.5% | -2.5% |
| 3M | -1.4% | -3.0% | +1.6% | 0.0% |
| 6M | +4.1% | +1.4% | +2.8% | +3.8% |
| YTD | +21.7% | +15.9% | +5.8% | +14.4% |
| 1Y | +36.1% | +9.4% | +26.7% | +31.0% |
| 3Y | +154.4% | +124.4% | +30.1% | +78.0% |
| 5Y | +112.0% | +138.0% | -26.0% | +44.7% |
| 10Y | +322.2% | +886.4% | -564.2% | +61.6% |
| All | +2,307.7% | +16,138.6% | -13,830.9% | +187.3% |
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 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