+108.8%
JCI vs TW
+19.6%
+89.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | +0.4% | -2.7% | +3.1% | +1.1% |
| 30D | -7.7% | -1.7% | -6.0% | -7.4% |
| 3M | +2.8% | +1.6% | +1.2% | +1.6% |
| 6M | +7.2% | -17.7% | +24.9% | +12.2% |
| YTD | +20.0% | -4.3% | +24.3% | +19.3% |
| 1Y | +33.3% | -13.1% | +46.4% | +36.4% |
| 3Y | +161.3% | +20.3% | +141.0% | +131.3% |
| 5Y | +108.8% | +22.0% | +86.8% | +78.4% |
| All | +108.8% | +19.6% | +89.2% | +78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling