+96.7%
JNJ vs TEM
+60.7%
+35.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.2% |
| 7D | -0.8% | +3.2% | -4.0% | -0.8% |
| 30D | +4.3% | +23.5% | -19.2% | +4.2% |
| 3M | +16.5% | +32.3% | -15.8% | +16.4% |
| 6M | +13.1% | +23.0% | -9.9% | +13.0% |
| YTD | +32.1% | +8.9% | +23.3% | +32.1% |
| 1Y | +54.5% | -19.9% | +74.3% | +54.7% |
| All | +96.7% | +60.7% | +35.9% | +98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling