+341.0%
JCI vs TXT
+100.3%
+240.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | +4.1% | +0.8% | +3.3% | +3.7% |
| 30D | -3.8% | -10.4% | +6.6% | +1.2% |
| 3M | -1.6% | -14.3% | +12.7% | +5.3% |
| 6M | +9.5% | -15.1% | +24.6% | +17.7% |
| YTD | +21.7% | -8.3% | +30.0% | +25.6% |
| 1Y | +37.1% | -0.7% | +37.8% | +35.9% |
| 3Y | +165.2% | +6.0% | +159.2% | +150.6% |
| 5Y | +110.3% | +12.5% | +97.8% | +90.5% |
| 10Y | +341.0% | +103.2% | +237.8% | +187.2% |
| All | +341.0% | +100.3% | +240.7% | +187.2% |
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