+80.0%
JNJ vs TXT
+12.6%
+67.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | +4.3% | -11.1% | +15.4% | +5.7% |
| 3M | +16.5% | -13.0% | +29.5% | +18.3% |
| 6M | +13.1% | -16.2% | +29.3% | +15.3% |
| YTD | +32.1% | -8.7% | +40.8% | +33.1% |
| 1Y | +54.5% | -3.8% | +58.3% | +54.5% |
| 3Y | +82.5% | +5.5% | +77.0% | +78.8% |
| 5Y | +80.0% | +12.3% | +67.7% | +72.3% |
| All | +80.0% | +12.6% | +67.4% | +72.3% |
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 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