+915.5%
JNJ vs TCOM
+2,658.7%
-1,743.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.1% |
| 7D | -0.8% | -7.6% | +6.9% | -0.3% |
| 30D | +4.3% | -12.2% | +16.5% | +5.1% |
| 3M | +16.5% | -14.2% | +30.7% | +17.3% |
| 6M | +13.1% | -25.0% | +38.1% | +14.8% |
| YTD | +32.1% | -43.7% | +75.8% | +36.0% |
| 1Y | +54.5% | -44.5% | +99.0% | +59.1% |
| 3Y | +82.5% | +13.4% | +69.1% | +77.9% |
| 5Y | +80.0% | +26.5% | +53.6% | +70.4% |
| 10Y | +195.7% | -10.3% | +205.9% | +179.3% |
| All | +915.5% | +2,658.7% | -1,743.2% | +691.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling