+54.3%
JNJ vs TMF
-23.1%
+77.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.6% |
| 7D | -3.0% | -0.9% | -2.1% | -2.8% |
| 30D | +2.5% | -1.0% | +3.5% | +2.6% |
| 3M | +13.2% | -11.3% | +24.5% | +14.7% |
| 6M | +11.3% | -22.7% | +34.0% | +14.8% |
| YTD | +31.1% | -17.3% | +48.5% | +34.2% |
| 1Y | +54.3% | -22.5% | +76.8% | +58.9% |
| All | +54.3% | -23.1% | +77.4% | +58.9% |
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 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