+388.3%
JBL vs TXT
+10.7%
+377.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.2% |
| 7D | -1.0% | -0.2% | -0.8% | -0.9% |
| 30D | -15.1% | -10.2% | -4.9% | -9.5% |
| 3M | -14.0% | -13.3% | -0.8% | -6.9% |
| 6M | +20.6% | -14.4% | +35.0% | +31.7% |
| YTD | +32.9% | -9.1% | +42.0% | +38.7% |
| 1Y | +40.5% | -2.2% | +42.7% | +39.7% |
| 3Y | +183.7% | +5.1% | +178.7% | +160.5% |
| 5Y | +388.3% | +12.8% | +375.5% | +317.6% |
| All | +388.3% | +10.7% | +377.6% | +317.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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