+203.6%
TGT vs JCI
+348.5%
-145.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.2% | -0.7% |
| 7D | -5.2% | +0.7% | -6.0% | -5.5% |
| 30D | +1.2% | -4.4% | +5.6% | +2.6% |
| 3M | +18.4% | +1.7% | +16.7% | +16.8% |
| 6M | +33.4% | +8.8% | +24.7% | +27.6% |
| YTD | +63.8% | +22.6% | +41.2% | +49.1% |
| 1Y | +77.2% | +36.2% | +41.0% | +54.6% |
| 3Y | +41.8% | +168.0% | -126.2% | -6.5% |
| 5Y | -25.5% | +113.5% | -139.0% | -47.8% |
| All | +203.6% | +348.5% | -145.0% | +60.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling