+208.3%
JNJ vs TMF
-82.2%
+290.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | -0.6% |
| 7D | +5.5% | -1.1% | +6.5% | +5.5% |
| 30D | +7.4% | +11.8% | -4.4% | +7.8% |
| 3M | +7.8% | -4.0% | +11.8% | +7.6% |
| 6M | +28.2% | -16.5% | +44.8% | +27.5% |
| YTD | +37.9% | -19.9% | +57.8% | +36.9% |
| 1Y | +52.4% | -25.6% | +78.0% | +50.9% |
| 3Y | +107.7% | -29.9% | +137.5% | +106.9% |
| 5Y | +96.5% | -88.2% | +184.8% | +68.9% |
| 10Y | +208.3% | -81.7% | +290.0% | +174.9% |
| All | +208.3% | -82.2% | +290.5% | +174.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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