+192.5%
JNJ vs TDG
+547.7%
-355.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.4% |
| 7D | -3.5% | -1.9% | -1.6% | -3.3% |
| 30D | +2.3% | -7.7% | +10.0% | +3.1% |
| 3M | +12.0% | -9.3% | +21.3% | +13.0% |
| 6M | +10.5% | -9.4% | +19.8% | +11.4% |
| YTD | +30.4% | -14.3% | +44.6% | +32.0% |
| 1Y | +52.1% | -11.8% | +64.0% | +53.5% |
| 3Y | +77.8% | +52.0% | +25.8% | +67.2% |
| 5Y | +82.9% | +128.8% | -45.9% | +62.0% |
| All | +192.5% | +547.7% | -355.1% | +123.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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