+219.1%
JNJ vs TXT
+90.9%
+128.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.4% |
| 7D | +4.1% | -1.1% | +5.2% | +4.3% |
| 30D | +14.0% | +13.3% | +0.8% | +11.4% |
| 3M | +9.2% | -5.1% | +14.4% | +10.0% |
| 6M | +27.8% | -7.1% | +34.9% | +29.0% |
| YTD | +39.2% | -3.2% | +42.4% | +39.0% |
| 1Y | +49.1% | +2.3% | +46.8% | +47.4% |
| 3Y | +109.7% | +11.1% | +98.6% | +101.4% |
| 5Y | +97.6% | +10.0% | +87.6% | +87.4% |
| All | +219.1% | +90.9% | +128.2% | +158.7% |
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