+800.8%
JNJ vs TMF
-69.2%
+869.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.1% | +2.1% |
| 7D | +4.3% | +0.6% | +3.7% | +4.3% |
| 30D | +7.9% | +16.3% | -8.4% | +9.0% |
| 3M | +9.4% | -2.7% | +12.0% | +9.2% |
| 6M | +28.8% | -13.2% | +42.0% | +27.7% |
| YTD | +38.5% | -16.7% | +55.2% | +37.0% |
| 1Y | +54.6% | -22.7% | +77.3% | +52.2% |
| 3Y | +108.4% | -26.1% | +134.5% | +106.8% |
| 5Y | +99.6% | -88.4% | +188.0% | +69.2% |
| 10Y | +207.8% | -81.8% | +289.6% | +185.1% |
| All | +800.8% | -69.2% | +869.9% | +859.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling