+92.3%
JNJ vs TLN
+583.6%
-491.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.8% | -4.9% | -0.9% |
| 7D | +2.7% | +7.1% | -4.4% | +3.2% |
| 30D | +7.4% | -3.9% | +11.3% | +7.1% |
| 3M | +21.2% | -16.2% | +37.4% | +20.1% |
| 6M | +13.4% | -5.8% | +19.2% | +13.4% |
| YTD | +35.1% | -15.4% | +50.6% | +34.4% |
| 1Y | +57.4% | -16.7% | +74.1% | +56.9% |
| 3Y | +86.8% | +473.8% | -387.0% | +101.5% |
| All | +92.3% | +583.6% | -491.2% | +112.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling