+95.2%
JNJ vs TEM
+53.2%
+42.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.7% | +3.9% | -0.8% |
| 7D | -3.0% | -1.1% | -1.9% | -3.0% |
| 30D | +2.5% | +11.3% | -8.8% | +2.5% |
| 3M | +13.2% | +25.5% | -12.3% | +13.2% |
| 6M | +11.3% | +17.1% | -5.9% | +11.2% |
| YTD | +31.1% | +3.8% | +27.4% | +31.1% |
| 1Y | +54.3% | -24.4% | +78.7% | +54.6% |
| All | +95.2% | +53.2% | +42.0% | +96.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling