+6,170.5%
TGT vs JCI
+2,244.0%
+3,926.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.9% |
| 7D | +2.6% | +3.2% | -0.5% | +1.8% |
| 30D | +4.7% | -8.6% | +13.3% | +6.5% |
| 3M | +4.6% | -7.7% | +12.3% | +5.9% |
| 6M | +34.9% | -2.6% | +37.4% | +33.8% |
| YTD | +70.9% | +17.4% | +53.6% | +60.8% |
| 1Y | +84.4% | +16.9% | +67.4% | +73.6% |
| 3Y | +69.1% | +186.7% | -117.6% | +24.8% |
| 5Y | -26.9% | +95.4% | -122.3% | -41.0% |
| 10Y | +207.6% | +292.7% | -85.1% | +104.0% |
| All | +6,170.5% | +2,244.0% | +3,926.5% | +1,971.9% |
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