-9.7%
JD vs TXT
+9.2%
-18.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.3% | +4.3% | +3.1% |
| 7D | +9.0% | +10.6% | -1.7% | +8.4% |
| 30D | +5.2% | +14.4% | -9.2% | +4.4% |
| 3M | -15.9% | -2.7% | -13.1% | -15.5% |
| 6M | -7.7% | -4.7% | -3.0% | -7.4% |
| YTD | +0.1% | -0.5% | +0.6% | -2.4% |
| 1Y | -9.7% | +8.7% | -18.5% | -16.8% |
| All | -9.7% | +9.2% | -18.9% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling