+8,682.5%
JNJ vs TFC
+2,596.5%
+6,086.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | +2.7% | +2.4% | +0.3% | +2.3% |
| 30D | +7.4% | -1.3% | +8.7% | +7.6% |
| 3M | +21.2% | +6.1% | +15.2% | +19.9% |
| 6M | +13.4% | +7.3% | +6.1% | +11.8% |
| YTD | +35.1% | +8.2% | +26.9% | +32.8% |
| 1Y | +57.4% | +14.4% | +43.0% | +53.0% |
| 3Y | +86.8% | +93.7% | -6.9% | +62.9% |
| 5Y | +80.8% | +16.4% | +64.4% | +68.8% |
| 10Y | +202.7% | +101.6% | +101.2% | +143.6% |
| All | +8,682.5% | +2,596.5% | +6,086.0% | +4,520.9% |
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 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