+11,186.3%
JPM vs TXT
+2,070.1%
+9,116.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.8% |
| 7D | +0.3% | -4.8% | +5.1% | +2.7% |
| 30D | -0.2% | -10.6% | +10.4% | +5.4% |
| 3M | +15.9% | -13.2% | +29.1% | +23.5% |
| 6M | +20.9% | -20.3% | +41.3% | +34.1% |
| YTD | +12.9% | -9.3% | +22.1% | +16.8% |
| 1Y | +20.3% | -2.7% | +23.0% | +19.9% |
| 3Y | +160.9% | +1.4% | +159.6% | +150.1% |
| 5Y | +154.8% | +9.6% | +145.3% | +130.2% |
| 10Y | +591.1% | +94.9% | +496.2% | +339.7% |
| All | +11,186.3% | +2,070.1% | +9,116.2% | +1,782.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling