+1,593.1%
T vs JCI
+2,280.3%
-687.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.8% | -4.0% | 0.0% |
| 7D | +1.7% | -3.4% | +5.1% | +2.1% |
| 30D | -1.7% | -10.1% | +8.4% | -0.3% |
| 3M | -7.3% | -6.8% | -0.5% | -6.8% |
| 6M | -11.2% | +2.0% | -13.2% | -12.4% |
| YTD | -8.1% | +19.2% | -27.2% | -12.0% |
| 1Y | -8.0% | +16.7% | -24.8% | -11.7% |
| 3Y | +62.1% | +194.3% | -132.2% | +30.2% |
| 5Y | +55.7% | +103.0% | -47.3% | +31.9% |
| 10Y | +54.1% | +301.7% | -247.6% | +14.0% |
| All | +1,593.1% | +2,280.3% | -687.2% | +607.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling