+280.7%
JCI vs TXG
+21.5%
+259.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.7% | -3.7% | +0.4% |
| 7D | +5.1% | +9.4% | -4.3% | +3.8% |
| 30D | -3.8% | +26.1% | -29.9% | -7.1% |
| 3M | +1.9% | +124.8% | -122.9% | -9.9% |
| 6M | +11.2% | +215.2% | -204.0% | -6.9% |
| YTD | +22.9% | +302.2% | -279.3% | -1.2% |
| 1Y | +37.4% | +370.9% | -333.5% | +6.6% |
| 3Y | +167.8% | +38.5% | +129.3% | +134.0% |
| 5Y | +115.0% | -64.4% | +179.4% | +104.3% |
| All | +280.7% | +21.5% | +259.2% | +186.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling