+309.1%
TMUS vs JCI
+328.4%
-19.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | -0.3% | +5.1% | -5.4% | -1.4% |
| 30D | +3.1% | -3.8% | +7.0% | +4.0% |
| 3M | +2.4% | +1.9% | +0.5% | +1.3% |
| 6M | -17.1% | +11.2% | -28.3% | -20.3% |
| YTD | -9.1% | +22.9% | -32.0% | -15.2% |
| 1Y | -23.6% | +37.4% | -61.0% | -31.2% |
| 3Y | +38.8% | +167.8% | -129.0% | -0.2% |
| 5Y | +43.0% | +115.0% | -72.1% | +7.8% |
| 10Y | +309.1% | +325.3% | -16.2% | +125.4% |
| All | +309.1% | +328.4% | -19.3% | +125.4% |
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 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