+103.0%
JCI vs TXT
+13.0%
+90.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.2% | +2.5% | +3.6% |
| 7D | -3.4% | -3.5% | +0.1% | -1.6% |
| 30D | -10.1% | +15.2% | -25.3% | -16.8% |
| 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% | +18.4% |
| 1Y | +16.7% | +4.2% | +12.5% | +12.0% |
| 3Y | +194.3% | +14.4% | +179.9% | +159.2% |
| 5Y | +103.0% | +12.3% | +90.7% | +73.4% |
| All | +103.0% | +13.0% | +90.1% | +73.4% |
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