+110.3%
JCI vs TTMI
+806.9%
-696.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.2% |
| 3M | -1.6% | -28.5% | +26.9% | +4.5% |
| 6M | +9.5% | +28.4% | -18.8% | +0.1% |
| YTD | +21.7% | +80.1% | -58.3% | +0.7% |
| 1Y | +37.1% | +161.0% | -123.9% | +0.9% |
| 3Y | +165.2% | +862.4% | -697.3% | +31.2% |
| 5Y | +110.3% | +812.9% | -702.6% | +1.1% |
| All | +110.3% | +806.9% | -696.6% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling