-33.7%
TLT vs JCI
+119.7%
-153.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | 0.0% |
| 7D | +0.4% | +5.1% | -4.7% | +0.2% |
| 30D | -0.3% | -3.8% | +3.5% | -0.2% |
| 3M | -1.7% | +1.9% | -3.6% | -1.9% |
| 6M | -4.9% | +11.2% | -16.1% | -5.3% |
| YTD | -2.8% | +22.9% | -25.7% | -3.6% |
| 1Y | -4.2% | +37.4% | -41.6% | -5.4% |
| 3Y | -1.1% | +167.8% | -168.9% | -6.4% |
| 5Y | -33.7% | +115.0% | -148.8% | -37.8% |
| All | -33.7% | +119.7% | -153.4% | -37.8% |
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 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