+120.2%
JNJ vs TE
-52.9%
+173.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -0.9% | -0.3% |
| 7D | -3.5% | +0.2% | -3.7% | -3.5% |
| 30D | +2.3% | -5.9% | +8.2% | +2.3% |
| 3M | +12.0% | -45.6% | +57.6% | +11.9% |
| 6M | +10.5% | -43.4% | +53.8% | +10.3% |
| YTD | +30.4% | -31.0% | +61.4% | +30.0% |
| 1Y | +52.1% | +145.2% | -93.1% | +50.4% |
| 3Y | +77.8% | -24.1% | +101.9% | +74.9% |
| 5Y | +82.9% | -48.1% | +131.0% | +81.1% |
| All | +120.2% | -52.9% | +173.1% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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