-23.6%
TMUS vs JCI
+38.2%
-61.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | +0.3% |
| 7D | -0.3% | +5.1% | -5.4% | +0.9% |
| 30D | +3.1% | -3.8% | +7.0% | +2.3% |
| 3M | +2.4% | +1.9% | +0.5% | +3.3% |
| 6M | -17.1% | +11.2% | -28.3% | -15.4% |
| YTD | -9.1% | +22.9% | -32.0% | -6.0% |
| 1Y | -23.6% | +37.4% | -61.0% | -20.3% |
| All | -23.6% | +38.2% | -61.8% | -20.3% |
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