+293.8%
TRV vs JCI
+338.7%
-44.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.1% |
| 7D | -1.5% | +0.4% | -1.9% | -1.7% |
| 30D | -1.8% | -7.7% | +5.9% | +0.9% |
| 3M | +21.6% | +2.8% | +18.8% | +19.6% |
| 6M | +22.5% | +7.2% | +15.2% | +17.5% |
| YTD | +28.1% | +20.0% | +8.2% | +17.3% |
| 1Y | +37.0% | +33.3% | +3.8% | +19.7% |
| 3Y | +141.9% | +161.3% | -19.4% | +53.5% |
| 5Y | +158.5% | +108.8% | +49.7% | +77.5% |
| All | +293.8% | +338.7% | -44.9% | +74.8% |
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 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