+945.4%
JNJ vs TLT
+130.6%
+814.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | +2.7% | -0.4% | +3.1% | +2.6% |
| 30D | +7.4% | -0.6% | +7.9% | +7.2% |
| 3M | +21.2% | -2.7% | +24.0% | +20.5% |
| 6M | +13.4% | -5.6% | +19.0% | +11.9% |
| YTD | +35.1% | -2.8% | +37.9% | +34.3% |
| 1Y | +57.4% | -1.4% | +58.9% | +57.0% |
| 3Y | +86.8% | -1.6% | +88.4% | +86.5% |
| 5Y | +80.8% | -33.8% | +114.6% | +60.4% |
| 10Y | +202.7% | -21.1% | +223.9% | +188.4% |
| All | +945.4% | +130.6% | +814.8% | +1,415.1% |
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