+196.5%
JNJ vs TMUS
+304.7%
-108.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.3% |
| 7D | -3.0% | -5.3% | +2.4% | -1.9% |
| 30D | +2.5% | +0.1% | +2.4% | +2.5% |
| 3M | +13.2% | -0.6% | +13.9% | +12.9% |
| 6M | +11.3% | -17.5% | +28.8% | +15.0% |
| YTD | +31.1% | -11.3% | +42.4% | +33.3% |
| 1Y | +54.3% | -25.4% | +79.7% | +62.6% |
| 3Y | +81.1% | +35.5% | +45.6% | +65.8% |
| 5Y | +82.7% | +41.9% | +40.8% | +64.2% |
| 10Y | +196.5% | +317.8% | -121.3% | +115.2% |
| All | +196.5% | +304.7% | -108.2% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 10y: compounded portfolio wealth divided by compounded TMUS 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…
10y analysis · Full analysis span regression · 6 months rolling