-35.1%
TLT vs JCI
+108.2%
-143.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.8% | -4.7% | -0.1% |
| 7D | +0.3% | -3.4% | +3.7% | +0.4% |
| 30D | +5.1% | -10.1% | +15.2% | +5.4% |
| 3M | -0.2% | -6.8% | +6.6% | -0.1% |
| 6M | -2.9% | +2.0% | -4.9% | -3.2% |
| YTD | -2.7% | +19.2% | -21.9% | -3.5% |
| 1Y | -4.6% | +16.7% | -21.3% | -5.3% |
| 3Y | +6.1% | +194.3% | -188.2% | -0.1% |
| 5Y | -35.1% | +103.0% | -138.2% | -39.0% |
| All | -35.1% | +108.2% | -143.4% | -39.0% |
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