+77.2%
TGT vs JCI
+36.0%
+41.2%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.2% | 0.0% |
| 7D | -5.2% | +0.7% | -6.0% | -5.2% |
| 30D | +1.2% | -4.4% | +5.6% | +1.2% |
| 3M | +18.4% | +1.7% | +16.7% | +18.0% |
| 6M | +33.4% | +8.8% | +24.7% | +31.0% |
| YTD | +63.8% | +22.6% | +41.2% | +55.1% |
| 1Y | +77.2% | +36.2% | +41.0% | +59.4% |
| All | +77.2% | +36.0% | +41.2% | +59.4% |
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 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