+167.3%
JCI vs TTMI
+256.5%
-89.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -1.7% |
| 7D | +3.2% | +11.4% | -8.2% | +1.0% |
| 30D | -8.6% | -28.3% | +19.7% | -3.9% |
| 3M | -7.7% | -46.7% | +38.9% | +1.8% |
| 6M | -2.6% | -56.1% | +53.6% | +10.0% |
| YTD | +17.4% | +7.4% | +10.0% | +10.2% |
| 1Y | +16.9% | +17.4% | -0.5% | +7.3% |
| 3Y | +186.7% | +429.1% | -242.4% | +95.1% |
| 5Y | +95.4% | +418.8% | -323.4% | +30.4% |
| 10Y | +292.7% | +411.2% | -118.5% | +151.9% |
| All | +167.3% | +256.5% | -89.2% | +20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling