+8,131.0%
TMO vs JCI
+2,331.2%
+5,799.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | -0.5% | +4.1% | -4.5% | -1.4% |
| 30D | +1.0% | -3.8% | +4.8% | +1.9% |
| 3M | +22.7% | -1.6% | +24.4% | +22.7% |
| 6M | +19.0% | +9.5% | +9.5% | +15.4% |
| YTD | +4.7% | +21.7% | -17.0% | -1.4% |
| 1Y | +26.0% | +37.1% | -11.1% | +14.9% |
| 3Y | +18.0% | +165.2% | -147.2% | -9.7% |
| 5Y | +8.0% | +110.3% | -102.3% | -13.4% |
| 10Y | +333.8% | +341.0% | -7.2% | +183.4% |
| All | +8,131.0% | +2,331.2% | +5,799.8% | +3,143.9% |
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