+678.7%
JNJ vs TNA
+944.8%
-266.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.4% | -0.3% |
| 7D | -3.0% | -3.6% | +0.6% | -2.6% |
| 30D | +2.5% | -10.1% | +12.6% | +3.5% |
| 3M | +13.2% | +2.7% | +10.5% | +12.5% |
| 6M | +11.3% | +38.4% | -27.1% | +6.7% |
| YTD | +31.1% | +45.4% | -14.3% | +24.6% |
| 1Y | +54.3% | +55.9% | -1.6% | +44.8% |
| 3Y | +81.1% | +109.8% | -28.7% | +56.7% |
| 5Y | +82.7% | -22.5% | +105.2% | +67.0% |
| 10Y | +196.5% | +87.5% | +108.9% | +109.9% |
| All | +678.7% | +944.8% | -266.1% | +264.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling