+307.6%
JCI vs TXT
+98.8%
+208.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.9% |
| 7D | +2.9% | -0.8% | +3.7% | +3.3% |
| 30D | -6.9% | +13.4% | -20.4% | -12.7% |
| 3M | -6.3% | -2.5% | -3.7% | -5.7% |
| 6M | +2.6% | -6.2% | +8.8% | +4.7% |
| YTD | +21.8% | -1.3% | +23.2% | +20.8% |
| 1Y | +19.6% | +4.3% | +15.3% | +15.4% |
| 3Y | +194.9% | +13.2% | +181.7% | +168.9% |
| 5Y | +108.1% | +12.4% | +95.8% | +87.5% |
| 10Y | +307.6% | +94.8% | +212.9% | +153.3% |
| All | +307.6% | +98.8% | +208.8% | +153.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling