+78.3%
JNJ vs TGT
+39.8%
+38.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.9% | -0.2% |
| 7D | -4.3% | -5.0% | +0.7% | -4.0% |
| 30D | +3.0% | +3.0% | 0.0% | +2.8% |
| 3M | +12.2% | +22.6% | -10.4% | +10.8% |
| 6M | +10.5% | +31.2% | -20.7% | +8.6% |
| YTD | +30.8% | +63.7% | -32.9% | +27.0% |
| 1Y | +54.9% | +78.5% | -23.6% | +49.6% |
| All | +78.3% | +39.8% | +38.5% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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