+27.7%
JCI vs TXT
+9.2%
+18.5%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.3% | -5.0% | -5.8% |
| 7D | -10.7% | +10.6% | -21.3% | -13.8% |
| 30D | -10.4% | +14.4% | -24.8% | -14.6% |
| 3M | -8.3% | -2.7% | -5.5% | -6.8% |
| 6M | -2.1% | -4.7% | +2.5% | 0.0% |
| YTD | +18.4% | -0.5% | +18.9% | +19.8% |
| 1Y | +27.7% | +8.7% | +18.9% | +21.0% |
| All | +27.7% | +9.2% | +18.5% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling