+192.5%
JNJ vs TDY
+479.2%
-286.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | -3.5% | -1.1% | -2.4% | -3.3% |
| 30D | +2.3% | -12.0% | +14.4% | +4.8% |
| 3M | +12.0% | -3.2% | +15.2% | +12.4% |
| 6M | +10.5% | -7.9% | +18.3% | +11.8% |
| YTD | +30.4% | +18.2% | +12.2% | +25.3% |
| 1Y | +52.1% | +6.7% | +45.5% | +49.0% |
| 3Y | +77.8% | +47.5% | +30.3% | +61.0% |
| 5Y | +82.9% | +39.5% | +43.4% | +65.5% |
| All | +192.5% | +479.2% | -286.7% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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