+1,872.1%
T vs JCI
+2,331.5%
-459.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.9% | -2.3% |
| 7D | -1.3% | +3.8% | -5.1% | -1.9% |
| 30D | +11.4% | -5.7% | +17.0% | +12.4% |
| 3M | +14.3% | -1.4% | +15.7% | +14.1% |
| 6M | -9.3% | +4.1% | -13.4% | -10.5% |
| YTD | +7.1% | +21.7% | -14.6% | +2.7% |
| 1Y | -9.1% | +36.1% | -45.2% | -14.7% |
| 3Y | +105.3% | +154.4% | -49.1% | +70.0% |
| 5Y | +66.8% | +112.0% | -45.2% | +40.9% |
| 10Y | +66.8% | +322.2% | -255.4% | +22.9% |
| All | +1,872.1% | +2,331.5% | -459.4% | +725.0% |
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