+80.0%
JNJ vs TLT
-33.6%
+113.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -0.8% | +0.4% | -1.2% | -0.8% |
| 30D | +4.3% | -0.3% | +4.6% | +4.4% |
| 3M | +16.5% | -1.7% | +18.2% | +16.7% |
| 6M | +13.1% | -4.9% | +18.0% | +13.7% |
| YTD | +32.1% | -2.8% | +34.9% | +32.5% |
| 1Y | +54.5% | -4.2% | +58.7% | +55.1% |
| 3Y | +82.5% | -1.1% | +83.6% | +82.7% |
| 5Y | +80.0% | -33.7% | +113.7% | +71.9% |
| All | +80.0% | -33.6% | +113.6% | +71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling