+128.5%
TLT vs JCI
+1,052.1%
-923.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.4% | +0.3% |
| 7D | -1.0% | +2.9% | -3.9% | -0.8% |
| 30D | +3.7% | -6.9% | +10.6% | +3.2% |
| 3M | -0.8% | -6.3% | +5.5% | -1.1% |
| 6M | -3.6% | +2.6% | -6.1% | -3.1% |
| YTD | -3.9% | +21.8% | -25.7% | -1.9% |
| 1Y | -6.2% | +19.6% | -25.8% | -4.4% |
| 3Y | +4.2% | +194.9% | -190.8% | +15.8% |
| 5Y | -34.7% | +108.1% | -142.8% | -29.4% |
| 10Y | -11.8% | +307.6% | -319.4% | +4.7% |
| All | +128.5% | +1,052.1% | -923.6% | +225.5% |
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 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