+6,411.5%
TRV vs JCI
+2,355.5%
+4,056.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.2% |
| 7D | +0.5% | +5.1% | -4.6% | -0.7% |
| 30D | -4.9% | -3.8% | -1.0% | -4.0% |
| 3M | +23.7% | +1.9% | +21.9% | +22.7% |
| 6M | +20.3% | +11.2% | +9.1% | +16.4% |
| YTD | +27.1% | +22.9% | +4.1% | +19.8% |
| 1Y | +35.3% | +37.4% | -2.0% | +24.0% |
| 3Y | +139.8% | +167.8% | -28.0% | +84.8% |
| 5Y | +153.9% | +115.0% | +38.8% | +103.4% |
| 10Y | +285.9% | +325.3% | -39.5% | +161.6% |
| All | +6,411.5% | +2,355.5% | +4,056.0% | +2,662.2% |
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