+114.4%
JCI vs TXG
-62.8%
+177.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.3% | -1.1% | +1.8% |
| 7D | +0.7% | +9.5% | -8.7% | -0.6% |
| 30D | -4.4% | +18.8% | -23.2% | -7.0% |
| 3M | +1.7% | +136.1% | -134.4% | -11.5% |
| 6M | +8.8% | +235.2% | -226.4% | -10.9% |
| YTD | +22.6% | +320.5% | -297.9% | -3.8% |
| 1Y | +36.2% | +425.2% | -389.0% | +1.8% |
| 3Y | +168.0% | +42.9% | +125.1% | +132.2% |
| All | +114.4% | -62.8% | +177.2% | +93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling