+152.8%
JPM vs TXT
+12.6%
+140.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.7% |
| 7D | -0.4% | -0.2% | -0.2% | -0.3% |
| 30D | -1.1% | -11.1% | +9.9% | +4.2% |
| 3M | +14.1% | -13.0% | +27.1% | +20.9% |
| 6M | +23.3% | -16.2% | +39.5% | +32.6% |
| YTD | +11.3% | -8.7% | +20.0% | +14.3% |
| 1Y | +23.0% | -3.8% | +26.8% | +22.8% |
| 3Y | +162.6% | +5.5% | +157.0% | +143.5% |
| 5Y | +152.8% | +12.3% | +140.5% | +119.4% |
| All | +152.8% | +12.6% | +140.2% | +119.4% |
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