+193.4%
JNJ vs TAP
-50.5%
+243.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -4.3% | -5.3% | +0.9% | -3.2% |
| 30D | +3.0% | -7.4% | +10.4% | +4.7% |
| 3M | +12.2% | -4.9% | +17.2% | +13.2% |
| 6M | +10.5% | -14.2% | +24.7% | +13.8% |
| YTD | +30.8% | -14.8% | +45.6% | +34.6% |
| 1Y | +54.9% | -18.1% | +73.0% | +60.5% |
| 3Y | +80.7% | -32.7% | +113.4% | +93.6% |
| 5Y | +83.4% | -0.5% | +83.9% | +76.3% |
| All | +193.4% | -50.5% | +243.9% | +195.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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