+52.4%
JNJ vs TMF
-25.6%
+78.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | +0.1% |
| 7D | +5.5% | -1.1% | +6.5% | +5.7% |
| 30D | +7.4% | +11.8% | -4.4% | +6.0% |
| 3M | +7.8% | -4.0% | +11.8% | +8.3% |
| 6M | +28.2% | -16.5% | +44.8% | +31.0% |
| YTD | +37.9% | -19.9% | +57.8% | +41.9% |
| 1Y | +52.4% | -25.6% | +78.0% | +60.8% |
| All | +52.4% | -25.6% | +78.0% | +60.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling