+166.0%
JCI vs TTMI
+859.5%
-693.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +3.0% | -0.1% |
| 7D | +4.1% | +7.5% | -3.4% | +2.3% |
| 30D | -3.8% | -4.5% | +0.6% | -3.3% |
| 3M | -1.6% | -28.5% | +26.9% | +4.4% |
| 6M | +9.5% | +28.4% | -18.8% | +0.6% |
| YTD | +21.7% | +80.1% | -58.3% | +1.4% |
| 1Y | +37.1% | +161.0% | -123.9% | +1.1% |
| All | +166.0% | +859.5% | -693.4% | +29.4% |
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