+115.0%
JCI vs TXT
+12.6%
+102.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.7% |
| 7D | +5.1% | -0.2% | +5.3% | +5.2% |
| 30D | -3.8% | -11.1% | +7.2% | +2.2% |
| 3M | +1.9% | -13.0% | +14.9% | +9.0% |
| 6M | +11.2% | -16.2% | +27.4% | +21.2% |
| YTD | +22.9% | -8.7% | +31.7% | +27.3% |
| 1Y | +37.4% | -3.8% | +41.2% | +37.7% |
| 3Y | +167.8% | +5.5% | +162.3% | +147.4% |
| 5Y | +115.0% | +12.3% | +102.7% | +84.0% |
| All | +115.0% | +12.6% | +102.4% | +84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling