+796.5%
JNJ vs TMF
-70.3%
+866.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | -0.7% |
| 7D | +5.5% | -1.1% | +6.5% | +5.4% |
| 30D | +7.4% | +11.8% | -4.4% | +8.2% |
| 3M | +7.8% | -4.0% | +11.8% | +7.5% |
| 6M | +28.2% | -16.5% | +44.8% | +26.8% |
| YTD | +37.9% | -19.9% | +57.8% | +36.1% |
| 1Y | +52.4% | -25.6% | +78.0% | +49.7% |
| 3Y | +107.7% | -29.9% | +137.5% | +105.3% |
| 5Y | +96.5% | -88.2% | +184.8% | +67.2% |
| 10Y | +208.3% | -81.7% | +290.0% | +186.2% |
| All | +796.5% | -70.3% | +866.9% | +852.2% |
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