+6,175.2%
TGT vs JCI
+2,355.5%
+3,819.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.0% | -1.3% |
| 7D | -0.6% | +5.1% | -5.7% | -1.9% |
| 30D | +9.5% | -3.8% | +13.4% | +10.5% |
| 3M | +32.3% | +1.9% | +30.4% | +30.9% |
| 6M | +37.0% | +11.2% | +25.8% | +32.1% |
| YTD | +71.0% | +22.9% | +48.1% | +60.2% |
| 1Y | +85.0% | +37.4% | +47.6% | +68.1% |
| 3Y | +46.8% | +167.8% | -121.0% | +11.0% |
| 5Y | -22.7% | +115.0% | -137.8% | -38.7% |
| 10Y | +216.3% | +325.3% | -109.0% | +106.8% |
| All | +6,175.2% | +2,355.5% | +3,819.7% | +1,963.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling