+69.1%
TGT vs JCI
+186.2%
-117.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.7% |
| 7D | +2.6% | +3.2% | -0.5% | +2.1% |
| 30D | +4.7% | -8.6% | +13.3% | +5.9% |
| 3M | +4.6% | -7.7% | +12.3% | +5.3% |
| 6M | +34.9% | -2.6% | +37.4% | +33.3% |
| YTD | +70.9% | +17.4% | +53.6% | +58.3% |
| 1Y | +84.4% | +16.9% | +67.4% | +70.9% |
| 3Y | +69.1% | +186.7% | -117.6% | +26.4% |
| All | +69.1% | +186.2% | -117.1% | +26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling