+285.0%
TSM vs JCI
+111.9%
+173.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.2% |
| 7D | +4.8% | +4.1% | +0.7% | +2.3% |
| 30D | +4.0% | -3.8% | +7.9% | +6.4% |
| 3M | +2.0% | -1.6% | +3.6% | +3.0% |
| 6M | +25.5% | +9.5% | +16.0% | +18.8% |
| YTD | +44.0% | +21.7% | +22.3% | +28.0% |
| 1Y | +75.4% | +37.1% | +38.3% | +45.1% |
| 3Y | +406.7% | +165.2% | +241.6% | +189.7% |
| 5Y | +285.0% | +110.3% | +174.7% | +137.9% |
| All | +285.0% | +111.9% | +173.1% | +137.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling