+971.5%
JNJ vs TLT
+130.8%
+840.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +4.3% | +0.3% | +4.0% | +4.3% |
| 30D | +7.9% | +5.1% | +2.8% | +9.1% |
| 3M | +9.4% | -0.2% | +9.5% | +9.3% |
| 6M | +28.8% | -2.9% | +31.7% | +28.0% |
| YTD | +38.5% | -2.7% | +41.2% | +37.6% |
| 1Y | +54.6% | -4.6% | +59.2% | +53.0% |
| 3Y | +108.4% | +6.1% | +102.3% | +112.3% |
| 5Y | +99.6% | -35.1% | +134.7% | +75.7% |
| 10Y | +207.8% | -12.5% | +220.2% | +202.8% |
| All | +971.5% | +130.8% | +840.7% | +1,453.0% |
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