+369.7%
JCI vs TW
+211.4%
+158.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +1.8% |
| 7D | +5.1% | -3.5% | +8.6% | +6.0% |
| 30D | -3.8% | +0.5% | -4.3% | -4.0% |
| 3M | +1.9% | +4.9% | -3.0% | -0.2% |
| 6M | +11.2% | -17.1% | +28.3% | +15.9% |
| YTD | +22.9% | -3.9% | +26.8% | +22.2% |
| 1Y | +37.4% | -13.3% | +50.6% | +40.5% |
| 3Y | +167.8% | +20.9% | +146.9% | +142.8% |
| 5Y | +115.0% | +20.5% | +94.5% | +90.7% |
| All | +369.7% | +211.4% | +158.3% | +230.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling