+192.5%
JNJ vs TNA
+86.1%
+106.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | -3.5% | -7.3% | +3.8% | -2.9% |
| 30D | +2.3% | -14.2% | +16.5% | +3.6% |
| 3M | +12.0% | -4.6% | +16.5% | +12.1% |
| 6M | +10.5% | +36.9% | -26.5% | +6.7% |
| YTD | +30.4% | +42.5% | -12.2% | +25.1% |
| 1Y | +52.1% | +45.8% | +6.4% | +45.0% |
| 3Y | +77.8% | +104.7% | -26.8% | +57.1% |
| 5Y | +82.9% | -21.7% | +104.6% | +70.1% |
| All | +192.5% | +86.1% | +106.4% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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