+2,307.7%
JCI vs TXT
+2,070.1%
+237.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +3.8% | -4.8% | +8.6% | +5.6% |
| 30D | -5.7% | -10.6% | +4.9% | -1.9% |
| 3M | -1.4% | -13.2% | +11.8% | +3.4% |
| 6M | +4.1% | -20.3% | +24.5% | +12.5% |
| YTD | +21.7% | -9.3% | +31.0% | +25.3% |
| 1Y | +36.1% | -2.7% | +38.8% | +36.4% |
| 3Y | +154.4% | +1.4% | +153.1% | +149.4% |
| 5Y | +112.0% | +9.6% | +102.5% | +101.1% |
| 10Y | +322.2% | +94.9% | +227.3% | +211.8% |
| All | +2,307.7% | +2,070.1% | +237.7% | +557.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling