+94.1%
JNJ vs TEM
+47.5%
+46.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.3% |
| 7D | -3.5% | -8.7% | +5.2% | -3.5% |
| 30D | +2.3% | +8.1% | -5.7% | +2.3% |
| 3M | +12.0% | +19.0% | -7.0% | +11.9% |
| 6M | +10.5% | +12.0% | -1.5% | +10.4% |
| YTD | +30.4% | -0.1% | +30.5% | +30.4% |
| 1Y | +52.1% | -33.5% | +85.7% | +52.5% |
| All | +94.1% | +47.5% | +46.6% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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