+411.0%
TSM vs JCI
+169.7%
+241.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +1.7% |
| 7D | +6.0% | +5.1% | +0.9% | +2.7% |
| 30D | +4.5% | -3.8% | +8.4% | +7.0% |
| 3M | +3.1% | +1.9% | +1.2% | +1.8% |
| 6M | +30.2% | +11.2% | +19.0% | +21.5% |
| YTD | +45.2% | +22.9% | +22.3% | +27.1% |
| 1Y | +79.6% | +37.4% | +42.2% | +45.9% |
| 3Y | +411.0% | +167.8% | +243.2% | +186.5% |
| All | +411.0% | +169.7% | +241.3% | +186.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling