+57.4%
JNJ vs TLN
-17.2%
+74.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.8% | -4.9% | -0.9% |
| 7D | +2.7% | +7.1% | -4.4% | +3.1% |
| 30D | +7.4% | -3.9% | +11.3% | +7.1% |
| 3M | +21.2% | -16.2% | +37.4% | +20.2% |
| 6M | +13.4% | -5.8% | +19.2% | +12.5% |
| YTD | +35.1% | -15.4% | +50.6% | +33.9% |
| 1Y | +57.4% | -16.7% | +74.1% | +60.5% |
| All | +57.4% | -17.2% | +74.6% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling