+328.6%
TMO vs JCI
+348.5%
-19.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.4% |
| 7D | -0.6% | +0.7% | -1.4% | -0.9% |
| 30D | +1.1% | -4.4% | +5.6% | +2.4% |
| 3M | +28.3% | +1.7% | +26.7% | +26.9% |
| 6M | +23.3% | +8.8% | +14.5% | +18.5% |
| YTD | +5.5% | +22.6% | -17.2% | -3.2% |
| 1Y | +24.5% | +36.2% | -11.7% | +9.9% |
| 3Y | +19.6% | +168.0% | -148.4% | -18.8% |
| 5Y | +8.1% | +113.5% | -105.3% | -22.3% |
| All | +328.6% | +348.5% | -19.9% | +121.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling