+194.3%
JCI vs TXT
+11.8%
+182.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.2% | +2.5% | +3.8% |
| 7D | -3.4% | -3.5% | +0.1% | -1.8% |
| 30D | -10.1% | +15.2% | -25.3% | -16.0% |
| 3M | -6.8% | -4.5% | -2.3% | -4.9% |
| 6M | +2.0% | -6.1% | +8.1% | +4.4% |
| YTD | +19.2% | -2.0% | +21.1% | +18.8% |
| 1Y | +16.7% | +4.2% | +12.5% | +12.7% |
| 3Y | +194.3% | +14.4% | +179.9% | +173.3% |
| All | +194.3% | +11.8% | +182.5% | +173.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling