+192.5%
JNJ vs TD
+306.3%
-113.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -3.5% | -0.5% | -3.0% | -3.4% |
| 30D | +2.3% | -1.9% | +4.2% | +2.8% |
| 3M | +12.0% | +4.8% | +7.2% | +10.3% |
| 6M | +10.5% | +28.0% | -17.5% | +2.7% |
| YTD | +30.4% | +30.3% | +0.1% | +20.4% |
| 1Y | +52.1% | +59.8% | -7.6% | +32.3% |
| 3Y | +77.8% | +124.7% | -46.9% | +38.5% |
| 5Y | +82.9% | +127.0% | -44.1% | +39.3% |
| All | +192.5% | +306.3% | -113.8% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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