+778.8%
JNJ vs TMF
-68.9%
+847.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.1% |
| 7D | +2.7% | -1.4% | +4.1% | +2.6% |
| 30D | +7.4% | -2.8% | +10.2% | +7.2% |
| 3M | +21.2% | -10.9% | +32.1% | +20.4% |
| 6M | +13.4% | -21.3% | +34.7% | +11.7% |
| YTD | +35.1% | -15.9% | +51.0% | +33.8% |
| 1Y | +57.4% | -15.7% | +73.2% | +56.0% |
| 3Y | +86.8% | -43.4% | +130.1% | +81.6% |
| 5Y | +80.8% | -87.8% | +168.6% | +54.4% |
| 10Y | +202.7% | -86.7% | +289.5% | +172.0% |
| All | +778.8% | -68.9% | +847.7% | +836.1% |
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