+419.8%
TXN vs JCI
+348.5%
+71.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.2% | +1.6% | +2.6% |
| 7D | +4.0% | +0.7% | +3.2% | +3.6% |
| 30D | -2.9% | -4.4% | +1.6% | -0.5% |
| 3M | -9.1% | +1.7% | -10.8% | -9.6% |
| 6M | +36.6% | +8.8% | +27.8% | +31.4% |
| YTD | +57.5% | +22.6% | +34.8% | +41.4% |
| 1Y | +49.5% | +36.2% | +13.3% | +26.7% |
| 3Y | +76.5% | +168.0% | -91.5% | +2.8% |
| 5Y | +62.4% | +113.5% | -51.1% | +4.1% |
| All | +419.8% | +348.5% | +71.3% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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