+198.8%
JNJ vs TMF
-86.0%
+284.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -0.8% | +1.0% | -1.7% | -0.7% |
| 30D | +4.3% | -1.8% | +6.2% | +4.3% |
| 3M | +16.5% | -8.2% | +24.7% | +16.2% |
| 6M | +13.1% | -19.5% | +32.6% | +12.3% |
| YTD | +32.1% | -16.0% | +48.1% | +31.4% |
| 1Y | +54.5% | -22.5% | +77.0% | +53.2% |
| 3Y | +82.5% | -42.3% | +124.8% | +79.5% |
| 5Y | +80.0% | -87.7% | +167.7% | +55.2% |
| All | +198.8% | -86.0% | +284.7% | +165.0% |
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