-53.8%
TEAM vs JCI
+119.7%
-173.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.0% | -7.9% | -7.3% |
| 7D | -5.7% | +5.1% | -10.8% | -7.5% |
| 30D | +18.3% | -3.8% | +22.2% | +19.8% |
| 3M | +80.2% | +1.9% | +78.3% | +75.9% |
| 6M | +111.0% | +11.2% | +99.8% | +92.3% |
| YTD | +8.8% | +22.9% | -14.1% | -8.9% |
| 1Y | +2.2% | +37.4% | -35.2% | -21.4% |
| 3Y | -14.6% | +167.8% | -182.4% | -60.1% |
| 5Y | -53.8% | +115.0% | -168.8% | -74.7% |
| All | -53.8% | +119.7% | -173.5% | -74.7% |
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