+2,181.5%
JNJ vs TD
+7,806.2%
-5,624.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | -0.8% | +0.9% | -1.6% | -1.0% |
| 30D | +4.3% | -0.7% | +5.0% | +4.4% |
| 3M | +16.5% | +6.3% | +10.2% | +14.5% |
| 6M | +13.1% | +27.9% | -14.8% | +6.1% |
| YTD | +32.1% | +29.8% | +2.3% | +23.3% |
| 1Y | +54.5% | +63.7% | -9.2% | +36.0% |
| 3Y | +82.5% | +128.3% | -45.8% | +46.8% |
| 5Y | +80.0% | +125.5% | -45.5% | +43.6% |
| 10Y | +195.7% | +296.7% | -101.0% | +100.6% |
| All | +2,181.5% | +7,806.2% | -5,624.7% | +571.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling