-9.5%
JD vs TXT
+1.6%
-11.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | -1.7% | -4.8% | +3.1% | -0.2% |
| 30D | -13.2% | -10.6% | -2.5% | -10.2% |
| 3M | -3.2% | -13.2% | +10.0% | +0.5% |
| 6M | +15.2% | -20.3% | +35.6% | +22.8% |
| YTD | +2.0% | -9.3% | +11.2% | +3.1% |
| 1Y | -5.4% | -2.7% | -2.7% | -7.0% |
| All | -9.5% | +1.6% | -11.1% | -18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling