+13,634.3%
TSM vs JCI
+596.5%
+13,037.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +0.9% | +2.2% |
| 7D | +2.7% | +3.8% | -1.1% | +1.4% |
| 30D | +3.6% | -5.7% | +9.3% | +5.7% |
| 3M | -3.4% | -1.4% | -2.0% | -2.7% |
| 6M | +20.6% | +4.1% | +16.5% | +19.1% |
| YTD | +41.9% | +21.7% | +20.1% | +32.6% |
| 1Y | +84.4% | +36.1% | +48.2% | +65.6% |
| 3Y | +380.2% | +154.4% | +225.8% | +249.2% |
| 5Y | +275.3% | +112.0% | +163.3% | +187.0% |
| 10Y | +1,751.4% | +322.2% | +1,429.2% | +999.2% |
| All | +13,634.3% | +596.5% | +13,037.8% | +3,337.2% |
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