+78.3%
JNJ vs TEL
+65.7%
+12.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | -4.3% | -2.3% | -2.1% | -4.3% |
| 30D | +3.0% | -6.1% | +9.1% | +3.0% |
| 3M | +12.2% | +1.7% | +10.5% | +12.1% |
| 6M | +10.5% | +1.6% | +8.8% | +10.2% |
| YTD | +30.8% | -9.1% | +39.9% | +30.8% |
| 1Y | +54.9% | -1.7% | +56.6% | +54.2% |
| All | +78.3% | +65.7% | +12.6% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 3y: compounded portfolio wealth divided by compounded TEL 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…
3y analysis · Full analysis span regression · 6 months rolling