-65.4%
TEAM vs JCI
+96.3%
-161.7%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.7% | -0.7% |
| 7D | -2.4% | +3.2% | -5.6% | -3.5% |
| 30D | -26.7% | -8.6% | -18.1% | -24.6% |
| 3M | -9.6% | -7.7% | -1.9% | -7.9% |
| 6M | +86.0% | -2.6% | +88.6% | +81.7% |
| YTD | -7.5% | +17.4% | -24.9% | -22.0% |
| 1Y | -1.4% | +16.9% | -18.3% | -16.8% |
| 3Y | -14.3% | +186.7% | -201.1% | -63.8% |
| All | -65.4% | +96.3% | -161.7% | -79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling