+25.4%
TMO vs JCI
+27.0%
-1.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.3% | +7.4% | +1.1% |
| 7D | +0.3% | -10.7% | +11.0% | +0.2% |
| 30D | +4.3% | -10.4% | +14.7% | +4.1% |
| 3M | +25.1% | -8.3% | +33.4% | +25.0% |
| 6M | +52.9% | -2.1% | +55.1% | +53.5% |
| YTD | +22.2% | +18.4% | +3.8% | +21.2% |
| 1Y | +25.4% | +27.7% | -2.3% | +23.4% |
| All | +25.4% | +27.0% | -1.7% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling