+965.0%
JNJ vs TLT
+127.9%
+837.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | +1.5% | -1.0% | +2.5% | +1.3% |
| 30D | +6.3% | +3.7% | +2.6% | +7.2% |
| 3M | +8.5% | -0.8% | +9.2% | +8.3% |
| 6M | +28.0% | -3.6% | +31.6% | +26.9% |
| YTD | +37.7% | -3.9% | +41.6% | +36.4% |
| 1Y | +47.9% | -6.2% | +54.1% | +45.8% |
| 3Y | +107.4% | +4.2% | +103.2% | +110.3% |
| 5Y | +97.7% | -34.7% | +132.4% | +74.7% |
| 10Y | +210.7% | -11.8% | +222.5% | +206.8% |
| All | +965.0% | +127.9% | +837.2% | +1,439.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling