+78.8%
JNJ vs TXT
+5.5%
+73.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -3.0% | +0.8% | -3.8% | -3.0% |
| 30D | +2.5% | -10.4% | +13.0% | +3.8% |
| 3M | +13.2% | -14.3% | +27.6% | +15.1% |
| 6M | +11.3% | -15.1% | +26.4% | +13.1% |
| YTD | +31.1% | -8.3% | +39.4% | +31.9% |
| 1Y | +54.3% | -0.7% | +55.0% | +53.6% |
| All | +78.8% | +5.5% | +73.3% | +73.3% |
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