+108.2%
T vs JCI
+169.7%
-61.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.3% |
| 7D | -1.5% | +5.1% | -6.7% | -1.4% |
| 30D | +7.6% | -3.8% | +11.4% | +7.5% |
| 3M | +15.3% | +1.9% | +13.4% | +15.4% |
| 6M | -8.5% | +11.2% | -19.7% | -8.6% |
| YTD | +6.8% | +22.9% | -16.2% | +6.3% |
| 1Y | -7.2% | +37.4% | -44.6% | -8.0% |
| 3Y | +108.2% | +167.8% | -59.6% | +94.8% |
| All | +108.2% | +169.7% | -61.4% | +94.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling