+186.7%
JCI vs TTMI
+421.7%
-234.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -1.6% |
| 7D | +3.2% | +11.4% | -8.2% | +0.4% |
| 30D | -8.6% | -28.3% | +19.7% | -3.0% |
| 3M | -7.7% | -46.7% | +38.9% | +3.9% |
| 6M | -2.6% | -56.1% | +53.6% | +13.0% |
| YTD | +17.4% | +7.4% | +10.0% | +8.1% |
| 1Y | +16.9% | +17.4% | -0.5% | +4.1% |
| 3Y | +186.7% | +429.1% | -242.4% | +55.5% |
| All | +186.7% | +421.7% | -234.9% | +55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling