+83.4%
JNJ vs TD
+122.4%
-39.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -4.3% | -2.6% | -1.8% | -4.0% |
| 30D | +3.0% | -1.0% | +4.0% | +3.1% |
| 3M | +12.2% | +5.6% | +6.6% | +11.1% |
| 6M | +10.5% | +27.1% | -16.6% | +6.2% |
| YTD | +30.8% | +29.4% | +1.4% | +25.2% |
| 1Y | +54.9% | +60.7% | -5.8% | +42.8% |
| 3Y | +80.7% | +127.6% | -47.0% | +56.2% |
| 5Y | +83.4% | +125.4% | -42.0% | +60.6% |
| All | +83.4% | +122.4% | -39.0% | +60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling