+95.4%
JNJ vs TFC
+0.1%
+95.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.5% | -1.2% | +2.7% | +1.6% |
| 30D | +6.3% | +7.8% | -1.4% | +5.6% |
| 3M | +8.5% | -3.0% | +11.4% | +8.7% |
| 6M | +28.0% | +5.8% | +22.2% | +27.3% |
| YTD | +37.7% | +5.3% | +32.4% | +36.8% |
| 1Y | +47.9% | +15.7% | +32.3% | +45.9% |
| 3Y | +107.4% | +94.8% | +12.6% | +95.3% |
| All | +95.4% | +0.1% | +95.3% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 5y: compounded portfolio wealth divided by compounded TFC 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…
5y analysis · Full analysis span regression · 6 months rolling