+348.4%
JCI vs TW
+301.3%
+47.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.5% |
| 7D | +3.2% | +3.9% | -0.7% | +2.2% |
| 30D | -8.6% | +19.9% | -28.5% | -12.8% |
| 3M | -7.7% | +25.9% | -33.7% | -13.3% |
| 6M | -2.6% | +21.1% | -23.7% | -8.1% |
| YTD | +17.4% | +23.9% | -6.5% | +9.1% |
| 1Y | +16.9% | +21.2% | -4.3% | +9.3% |
| 3Y | +186.7% | +44.8% | +142.0% | +149.0% |
| 5Y | +95.4% | +41.4% | +54.0% | +66.4% |
| All | +348.4% | +301.3% | +47.0% | +195.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling