+34.4%
JD vs TXT
+89.4%
-55.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.8% |
| 7D | -4.1% | +0.1% | -4.3% | -4.2% |
| 30D | +4.6% | +13.3% | -8.7% | -0.1% |
| 3M | -4.7% | -5.0% | +0.2% | -3.6% |
| 6M | -17.4% | -8.4% | -8.9% | -15.8% |
| YTD | +0.7% | -4.0% | +4.7% | +0.2% |
| 1Y | -5.9% | +2.8% | -8.7% | -8.6% |
| 3Y | +18.9% | +10.3% | +8.6% | +10.7% |
| 5Y | -62.9% | +9.2% | -72.1% | -65.7% |
| All | +34.4% | +89.4% | -55.1% | +13.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling