+52.1%
JNJ vs TCOM
-46.9%
+99.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.2% |
| 7D | -3.5% | -4.9% | +1.4% | -3.9% |
| 30D | +2.3% | -14.4% | +16.7% | +1.2% |
| 3M | +12.0% | -17.7% | +29.6% | +10.7% |
| 6M | +10.5% | -25.1% | +35.6% | +8.6% |
| YTD | +30.4% | -45.7% | +76.1% | +24.9% |
| 1Y | +52.1% | -47.9% | +100.0% | +44.4% |
| All | +52.1% | -46.9% | +99.0% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling