+196.5%
JNJ vs TLT
-20.1%
+216.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | -3.0% | -0.3% | -2.7% | -3.0% |
| 30D | +2.5% | 0.0% | +2.5% | +2.5% |
| 3M | +13.2% | -2.9% | +16.1% | +12.9% |
| 6M | +11.3% | -6.3% | +17.5% | +10.5% |
| YTD | +31.1% | -3.3% | +34.5% | +30.7% |
| 1Y | +54.3% | -4.2% | +58.5% | +53.6% |
| 3Y | +81.1% | -1.7% | +82.8% | +81.2% |
| 5Y | +82.7% | -34.9% | +117.6% | +61.3% |
| 10Y | +196.5% | -19.8% | +216.3% | +172.5% |
| All | +196.5% | -20.1% | +216.6% | +172.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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