+590.9%
JPM vs TXT
+107.7%
+483.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | -0.5% |
| 7D | -0.7% | +2.5% | -3.1% | -2.0% |
| 30D | -2.5% | -8.9% | +6.4% | +2.4% |
| 3M | +14.1% | -13.6% | +27.7% | +22.6% |
| 6M | +25.1% | -13.1% | +38.2% | +33.5% |
| YTD | +12.1% | -7.0% | +19.1% | +14.6% |
| 1Y | +18.8% | -1.4% | +20.2% | +17.3% |
| 3Y | +163.4% | +7.0% | +156.5% | +142.3% |
| 5Y | +156.5% | +15.4% | +141.1% | +119.9% |
| All | +590.9% | +107.7% | +483.1% | +274.5% |
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