+290.8%
TMUS vs JCI
+323.2%
-32.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.8% | -0.6% | +2.6% |
| 7D | +5.3% | -3.4% | +8.8% | +6.2% |
| 30D | +13.5% | -10.1% | +23.7% | +16.6% |
| 3M | -4.2% | -6.8% | +2.5% | -3.3% |
| 6M | -11.9% | +2.0% | -13.9% | -14.7% |
| YTD | -15.6% | +19.2% | -34.8% | -23.4% |
| 1Y | -16.8% | +16.7% | -33.5% | -24.0% |
| 3Y | +20.8% | +194.3% | -173.5% | -24.6% |
| 5Y | +48.0% | +103.0% | -55.0% | +3.8% |
| 10Y | +234.7% | +301.7% | -67.0% | +68.9% |
| All | +290.8% | +323.2% | -32.5% | +18.6% |
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