+8,847.8%
JNJ vs TFC
+2,523.9%
+6,323.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.5% | -1.2% | +2.7% | +1.7% |
| 30D | +6.3% | +7.8% | -1.4% | +5.0% |
| 3M | +8.5% | -3.0% | +11.4% | +9.0% |
| 6M | +28.0% | +5.8% | +22.2% | +26.5% |
| YTD | +37.7% | +5.3% | +32.4% | +35.9% |
| 1Y | +47.9% | +15.7% | +32.3% | +43.6% |
| 3Y | +107.4% | +94.8% | +12.6% | +81.1% |
| 5Y | +97.7% | 0.0% | +97.7% | +90.0% |
| 10Y | +210.7% | +79.0% | +131.6% | +155.4% |
| All | +8,847.8% | +2,523.9% | +6,323.9% | +4,629.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling