-57.1%
JD vs TXT
+7.8%
-64.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +2.5% |
| 7D | +13.4% | -2.5% | +15.9% | +14.5% |
| 30D | +7.7% | +14.4% | -6.7% | +1.2% |
| 3M | -11.3% | -4.9% | -6.4% | -9.8% |
| 6M | -5.1% | -10.2% | +5.1% | -1.8% |
| YTD | +5.0% | -4.1% | +9.1% | +4.1% |
| 1Y | -5.6% | +4.0% | -9.6% | -10.5% |
| 3Y | +17.8% | +8.0% | +9.8% | +5.1% |
| All | -57.1% | +7.8% | -64.9% | -64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling