+41,936.4%
JBL vs TXT
+915.1%
+41,021.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | +3.0% | -4.8% | +7.8% | +5.4% |
| 30D | -8.3% | -10.6% | +2.4% | -3.3% |
| 3M | -16.9% | -13.2% | -3.7% | -11.4% |
| 6M | +21.8% | -20.3% | +42.1% | +35.5% |
| YTD | +36.3% | -9.3% | +45.6% | +41.6% |
| 1Y | +49.5% | -2.7% | +52.2% | +49.9% |
| 3Y | +170.6% | +1.4% | +169.2% | +163.2% |
| 5Y | +408.4% | +9.6% | +398.8% | +372.8% |
| 10Y | +1,450.4% | +94.9% | +1,355.5% | +942.5% |
| All | +41,936.4% | +915.1% | +41,021.3% | +16,383.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling