+86.6%
JNJ vs TLN
+589.3%
-502.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.9% |
| 7D | -3.0% | +5.8% | -8.8% | -2.5% |
| 30D | +2.5% | -6.9% | +9.4% | +2.1% |
| 3M | +13.2% | -10.9% | +24.1% | +12.6% |
| 6M | +11.3% | -4.6% | +15.9% | +11.4% |
| YTD | +31.1% | -14.7% | +45.8% | +30.5% |
| 1Y | +54.3% | -17.9% | +72.2% | +53.6% |
| 3Y | +81.1% | +483.9% | -402.7% | +95.7% |
| All | +86.6% | +589.3% | -502.7% | +106.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling