-19.8%
TLT vs JCI
+323.6%
-343.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.6% |
| 7D | -0.3% | +4.1% | -4.3% | -0.1% |
| 30D | 0.0% | -3.8% | +3.8% | -0.2% |
| 3M | -2.9% | -1.6% | -1.2% | -2.9% |
| 6M | -6.3% | +9.5% | -15.8% | -5.9% |
| YTD | -3.3% | +21.7% | -25.1% | -2.5% |
| 1Y | -4.2% | +37.1% | -41.4% | -2.8% |
| 3Y | -1.7% | +165.2% | -166.8% | +3.0% |
| 5Y | -34.9% | +110.3% | -145.2% | -33.1% |
| 10Y | -19.8% | +341.0% | -360.8% | -8.5% |
| All | -19.8% | +323.6% | -343.4% | -8.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling