+1,598.5%
TSM vs JCI
+298.2%
+1,300.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.2% |
| 7D | -2.1% | -5.9% | +3.8% | +1.2% |
| 30D | -12.5% | -10.4% | -2.2% | -7.2% |
| 3M | -5.0% | -6.1% | +1.1% | -1.8% |
| 6M | -3.2% | +1.7% | -4.9% | -3.9% |
| YTD | +31.5% | +18.9% | +12.6% | +20.6% |
| 1Y | +35.7% | +16.1% | +19.6% | +25.9% |
| 3Y | +323.5% | +187.8% | +135.7% | +153.1% |
| 5Y | +263.4% | +103.2% | +160.2% | +148.6% |
| 10Y | +1,598.5% | +288.2% | +1,310.3% | +661.4% |
| All | +1,598.5% | +298.2% | +1,300.3% | +661.4% |
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