+82.5%
JNJ vs TMF
-42.4%
+124.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -0.8% | +1.0% | -1.7% | -0.8% |
| 30D | +4.3% | -1.8% | +6.2% | +4.4% |
| 3M | +16.5% | -8.2% | +24.7% | +17.1% |
| 6M | +13.1% | -19.5% | +32.6% | +14.8% |
| YTD | +32.1% | -16.0% | +48.1% | +33.6% |
| 1Y | +54.5% | -22.5% | +77.0% | +57.0% |
| 3Y | +82.5% | -42.3% | +124.8% | +86.9% |
| All | +82.5% | -42.4% | +124.9% | +86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling