+99.7%
JNJ vs TLN
+710.8%
-611.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.5% | +0.6% |
| 7D | +3.5% | +11.0% | -7.6% | +4.2% |
| 30D | +12.5% | +4.9% | +7.6% | +13.1% |
| 3M | +9.6% | +4.9% | +4.7% | +10.3% |
| 6M | +25.3% | +7.1% | +18.2% | +26.6% |
| YTD | +40.3% | +0.3% | +40.0% | +41.6% |
| 1Y | +49.6% | +5.9% | +43.7% | +51.8% |
| 3Y | +110.8% | +578.5% | -467.7% | +130.8% |
| All | +99.7% | +710.8% | -611.1% | +123.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling