+131.2%
TLT vs JCI
+1,051.5%
-920.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.3% |
| 7D | -0.4% | +3.8% | -4.3% | -0.1% |
| 30D | -0.6% | -5.7% | +5.1% | -1.0% |
| 3M | -2.7% | -1.4% | -1.3% | -2.8% |
| 6M | -5.6% | +4.1% | -9.8% | -5.1% |
| YTD | -2.8% | +21.7% | -24.5% | -0.9% |
| 1Y | -1.4% | +36.1% | -37.6% | +1.5% |
| 3Y | -1.6% | +154.4% | -156.0% | +7.7% |
| 5Y | -33.8% | +112.0% | -145.8% | -28.5% |
| 10Y | -21.1% | +322.2% | -343.4% | -6.1% |
| All | +131.2% | +1,051.5% | -920.3% | +228.8% |
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