+21.5%
JD vs TXT
+97.6%
-76.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | -1.7% | -4.8% | +3.1% | 0.0% |
| 30D | -13.2% | -10.6% | -2.5% | -9.8% |
| 3M | -3.2% | -13.2% | +10.0% | +1.1% |
| 6M | +15.2% | -20.3% | +35.6% | +23.5% |
| YTD | +2.0% | -9.3% | +11.2% | +4.0% |
| 1Y | -5.4% | -2.7% | -2.7% | -6.0% |
| 3Y | -9.1% | +1.4% | -10.5% | -12.4% |
| 5Y | -59.6% | +9.6% | -69.2% | -62.4% |
| All | +21.5% | +97.6% | -76.1% | -1.5% |
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