+84.2%
JNJ vs TCOM
+29.4%
+54.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | -3.5% | -4.9% | +1.4% | -3.6% |
| 30D | +2.3% | -14.4% | +16.7% | +2.0% |
| 3M | +12.0% | -17.7% | +29.6% | +11.7% |
| 6M | +10.5% | -25.1% | +35.6% | +10.0% |
| YTD | +30.4% | -45.7% | +76.1% | +29.3% |
| 1Y | +52.1% | -47.9% | +100.0% | +50.8% |
| 3Y | +77.8% | +8.9% | +68.9% | +78.6% |
| All | +84.2% | +29.4% | +54.8% | +86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling