+1,622.6%
T vs JCI
+2,298.1%
-675.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.1% | -0.1% |
| 7D | +1.6% | +8.4% | -6.8% | +0.3% |
| 30D | -2.9% | -8.9% | +6.0% | -1.8% |
| 3M | -7.5% | -6.4% | -1.1% | -7.0% |
| 6M | -9.9% | +1.6% | -11.5% | -11.1% |
| YTD | -6.4% | +20.1% | -26.5% | -10.6% |
| 1Y | -9.4% | +17.2% | -26.6% | -13.1% |
| 3Y | +64.9% | +190.7% | -125.9% | +32.6% |
| 5Y | +57.0% | +99.9% | -42.9% | +33.3% |
| 10Y | +60.8% | +301.8% | -241.0% | +18.9% |
| All | +1,622.6% | +2,298.1% | -675.5% | +618.4% |
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