+68.4%
T vs JCI
+323.6%
-255.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.5% |
| 7D | -3.1% | +4.1% | -7.2% | -4.0% |
| 30D | +4.6% | -3.8% | +8.4% | +5.5% |
| 3M | +12.2% | -1.6% | +13.9% | +12.1% |
| 6M | -6.5% | +9.5% | -16.0% | -9.6% |
| YTD | +4.9% | +21.7% | -16.8% | -1.7% |
| 1Y | -10.5% | +37.1% | -47.6% | -19.0% |
| 3Y | +104.6% | +165.2% | -60.6% | +47.1% |
| 5Y | +64.2% | +110.3% | -46.1% | +25.1% |
| 10Y | +68.4% | +341.0% | -272.5% | -13.6% |
| All | +68.4% | +323.6% | -255.1% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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