+42.0%
TMUS vs JCI
+113.2%
-71.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.9% | -5.4% | -3.7% |
| 7D | +0.1% | +3.8% | -3.7% | -0.4% |
| 30D | +5.3% | -5.7% | +10.9% | +5.9% |
| 3M | +3.1% | -1.4% | +4.5% | +3.0% |
| 6M | -16.5% | +4.1% | -20.6% | -17.5% |
| YTD | -9.2% | +21.7% | -30.9% | -12.8% |
| 1Y | -26.5% | +36.1% | -62.6% | -31.1% |
| 3Y | +39.0% | +154.4% | -115.4% | +11.8% |
| All | +42.0% | +113.2% | -71.2% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling