+340.5%
JCI vs TTMI
+1,127.6%
-787.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.4% | -1.1% | +1.4% |
| 7D | +0.7% | +0.7% | +0.1% | +0.6% |
| 30D | -4.4% | -8.4% | +4.0% | -2.8% |
| 3M | +1.7% | -32.5% | +34.1% | +9.7% |
| 6M | +8.8% | +32.5% | -23.7% | -1.7% |
| YTD | +22.6% | +83.2% | -60.6% | +0.4% |
| 1Y | +36.2% | +161.7% | -125.5% | -0.1% |
| 3Y | +168.0% | +890.1% | -722.1% | +33.7% |
| 5Y | +113.5% | +832.4% | -719.0% | +4.4% |
| All | +340.5% | +1,127.6% | -787.1% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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