+47.4%
TER vs JCI
+14.5%
+32.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.3% | -3.1% | -1.8% |
| 7D | +14.4% | +3.2% | +11.2% | +9.6% |
| 30D | -30.6% | -8.6% | -22.0% | -19.2% |
| 3M | -39.2% | -7.7% | -31.4% | -29.4% |
| 6M | -31.3% | -2.6% | -28.7% | -24.4% |
| YTD | +29.1% | +17.4% | +11.7% | +23.1% |
| 1Y | +47.4% | +16.9% | +30.5% | +43.9% |
| All | +47.4% | +14.5% | +32.9% | +43.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling