+10,742.2%
JPM vs TXT
+2,214.4%
+8,527.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.8% |
| 7D | +1.6% | -1.1% | +2.7% | +2.1% |
| 30D | +3.4% | +13.3% | -9.8% | -3.2% |
| 3M | -5.7% | -5.1% | -0.5% | -3.8% |
| 6M | +13.5% | -7.1% | +20.6% | +16.3% |
| YTD | +8.4% | -3.2% | +11.7% | +8.1% |
| 1Y | +9.1% | +2.3% | +6.7% | +5.8% |
| 3Y | +149.5% | +11.1% | +138.4% | +127.8% |
| 5Y | +132.6% | +10.0% | +122.6% | +108.9% |
| 10Y | +480.0% | +91.1% | +389.0% | +270.7% |
| All | +10,742.2% | +2,214.4% | +8,527.8% | +1,642.0% |
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