+5,291.1%
TTWO vs JCI
+904.0%
+4,387.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -2.3% | +4.1% | -6.4% | -3.3% |
| 30D | -16.7% | -3.8% | -12.9% | -15.9% |
| 3M | -0.4% | -1.6% | +1.2% | -0.4% |
| 6M | -1.6% | +9.5% | -11.2% | -4.9% |
| YTD | -17.5% | +21.7% | -39.3% | -22.7% |
| 1Y | -14.8% | +37.1% | -52.0% | -22.7% |
| 3Y | +47.9% | +165.2% | -117.3% | +11.3% |
| 5Y | +34.5% | +110.3% | -75.8% | +6.1% |
| 10Y | +394.0% | +341.0% | +53.0% | +209.5% |
| All | +5,291.1% | +904.0% | +4,387.2% | +2,135.7% |
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