-25.1%
TGT vs JCI
+111.7%
-136.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +27.3% |
| YTD | +63.8% | +22.6% | +41.2% | +48.1% |
| 1Y | +77.2% | +36.2% | +41.0% | +52.8% |
| 3Y | +41.8% | +168.0% | -126.2% | -11.3% |
| All | -25.1% | +111.7% | -136.8% | -51.5% |
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