+279.7%
JCI vs TXG
+27.0%
+252.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.3% | -1.1% | +1.8% |
| 7D | +0.7% | +9.5% | -8.7% | -0.5% |
| 30D | -4.4% | +18.8% | -23.2% | -6.8% |
| 3M | +1.7% | +136.1% | -134.4% | -10.7% |
| 6M | +8.8% | +235.2% | -226.4% | -9.7% |
| YTD | +22.6% | +320.5% | -297.9% | -2.1% |
| 1Y | +36.2% | +425.2% | -389.0% | +4.1% |
| 3Y | +168.0% | +42.9% | +125.1% | +133.2% |
| 5Y | +113.5% | -62.8% | +176.3% | +101.6% |
| All | +279.7% | +27.0% | +252.7% | +184.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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