+107.7%
JNJ vs TAP
-23.3%
+130.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | +5.5% | -4.5% | +10.0% | +6.3% |
| 30D | +7.4% | +7.5% | -0.1% | +5.9% |
| 3M | +7.8% | -4.9% | +12.7% | +8.5% |
| 6M | +28.2% | -3.5% | +31.7% | +28.5% |
| YTD | +37.9% | -11.4% | +49.3% | +39.8% |
| 1Y | +52.4% | -10.8% | +63.2% | +54.2% |
| 3Y | +107.7% | -24.5% | +132.1% | +115.8% |
| All | +107.7% | -23.3% | +130.9% | +115.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling