Yesterday I published this in the Champions League thread.
Juventus has played in its history 50 finals, with "only" 29 wins (58% success rate)
This is the summary
Italian competitions total 18W 12L (60% success rate)
Campionato 3W 3L (50%)
Coppa Italia 9W 5L (64%)
Supercoppa 6W 4L (60%)
International competitions total 11W 9L (55% success rate)
Coppa Fiere/UEFA/EL 3W 3L (50%)
Champions 2W 5L (28%)
Intercontinentale /World Cup 2W 1L (66%)
European Supercup 2W 0L (100%)
Cup winners Cup 1W 0L (100%)
Intertoto 1W 0L (100%)
So basically the home record is slightly better and the international one is brought down by the CL poor displays.
6 of those finals were decided by penalties and we won 3 and lost 3, so perfect balance.
I wouldn't call our record a choker's one, but we can definitley improve it although by definition a final is a 50/50 call and we are doing slightly better than the odds.
Finally, in most archives the Coppa delle Fiere is not considered an official competition and therefore if we take out the 2 finals lost in that competition our success rate is an excellent 61% which is, for instance, better than Barcelona 58% not to mention Bayern 52%.
This is the full picture
1903 Campionato Federale Genoa-Juventus LOST
1904 Campionato 1a Cat. Genoa-Juventus LOST
1906 Campionato 1a Cat. Juventus-Milan LOST
1908 Campionato Fed. 1a Cat. Andrea Doria-Juventus WON
1909 Campionato Ita. 1a Cat. Juventus-U.S. Milanese WON
1926 Campionato 1a Divis. Juventus-Alba Roma (a) WON
1938 Coppa Italia Torino-Juventus WON
1942 Coppa Italia Milan-Juventus WON
1959 Coppa Italia Inter-Juventus 1-4 WON
1960 Coppa Italia Juventus-Fiorentina 3-2 WON
1965 Coppa delle Fiere Juventus-Ferencvaros 0-1 LOST
1965 Coppa Italia Inter-Juventus 0-1 WON
1971 Coppa delle Fiere Juventus-Leeds United (a) 2-2 1-1 LOST
1973 Coppa dei Campioni Juventus-Ajax 0-1 LOST
1973 Coppa Italia Milan-Juventus 1-1 LOST
1973 Intercontinentale Juventus-Independiente 0-1 LOST
1977 Coppa UEFA Juventus-Athletic Bilbao (a) 1-0 1-2 WON
1979 Coppa Italia Juventus-Palermo 2-1 WON
1983 Coppa dei Campioni Amburgo-Juventus 1-0 LOST
1983 Coppa Italia Verona-Juventus (a) 2-0 0-3 WON
1984 Coppa delle Coppe Porto-Juventus 1-2 WON
1985 Supercoppa Europea Juventus-Liverpool 2-0 WON
1985 Coppa dei Campioni Liverpool-Juventus 0-1 WON
1985 Intercontinentale Argentinos Juniors-Juventus 2-2 WON
1990 Coppa Italia Juventus-Milan (a) 0-0 1-0 WON
1990 Coppa UEFA Juventus-Fiorentina (a) 3-1 0-0 WON
1990 Supercoppa Italiana Napoli-Juventus 5-1 LOST
1992 Coppa Italia Juventus-Parma (a) 1-0 0-2 LOST
1993 Coppa UEFA Borussia Dortmund-Juventus (a) 1-3 0-3 WON
1995 Coppa UEFA Parma-Juventus (a) 1-0 1-1 LOST
1995 Coppa Italia Juventus-Parma (a) 1-0 2-0 WON
1996 Supercoppa Italiana Juventus-Parma 1-0 WON
1996 Champions League Ajax-Juventus 1-1 WON
1996 Intercontinentale River Plate-Juventus 0-1 WON
1997 Supercoppa Europea Paris Saint-Germain-Juventus (a) 1-6 1-3 WON
1997 Champions League Borussia Dortmund-Juventus 3-1 LOST
1997 Supercoppa Italiana Juventus-Vicenza 3-0 WON
1998 Champions League Juventus-Real Madrid 0-1 LOST
1998 Supercoppa Italiana Juventus-Lazio 1-2 LOST
1999 Torneo Intertoto Juventus-Rennes (a) 2-0 2-2 WON
2002 Coppa Italia Juventus-Parma (a) 2-1 0-1 LOST
2002 Supercoppa Italiana Juventus-Parma 2-1 WON
2003 Champions League Juventus-Milan 0-0 LOST
2003 Supercoppa Italiana Juventus-Milan 1-1 WON
2004 Coppa Italia Lazio-Juventus (a) 2-0 2-2 LOST
2005 Supercoppa Italiana Juventus-Inter 0-1 LOST
2012 Coppa Italia Juventus-Napoli 0-2 LOST
2012 Supercoppa Italiana Juventus-Napoli 4-2 WON
2013 Supercoppa Italiana Lazio-Juventus 0-4 WON
2014 Supercoppa Italiana Juventus-Napoli 2-2 LOST