+180.0%
JCI vs TTMI
+522.4%
-342.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | +0.4% |
| 7D | +5.1% | +12.2% | -7.0% | +2.9% |
| 30D | -3.8% | -5.7% | +1.9% | -3.1% |
| 3M | +1.9% | -27.5% | +29.4% | +6.6% |
| 6M | +11.2% | +47.1% | -35.9% | +1.1% |
| YTD | +22.9% | +87.5% | -64.5% | +5.7% |
| 1Y | +37.4% | +175.2% | -137.8% | +8.8% |
| 3Y | +167.8% | +901.9% | -734.1% | +64.1% |
| 5Y | +115.0% | +843.5% | -728.4% | +30.4% |
| 10Y | +325.3% | +1,077.0% | -751.7% | +137.4% |
| All | +180.0% | +522.4% | -342.4% | +15.7% |
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