+51.2%
JNJ vs TPG
+0.9%
+50.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.7% | +0.2% | +3.8% |
| 7D | +1.9% | +12.5% | -10.5% | +1.9% |
| 30D | +9.2% | +12.7% | -3.5% | +9.3% |
| 3M | +8.9% | +3.5% | +5.4% | +8.8% |
| 6M | +24.6% | +14.1% | +10.5% | +25.3% |
| YTD | +35.7% | -18.5% | +54.1% | +34.4% |
| 1Y | +51.2% | -1.8% | +53.0% | +49.8% |
| All | +51.2% | +0.9% | +50.3% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 1y: compounded portfolio wealth divided by compounded TPG 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…
1y analysis · Full analysis span regression · 6 months rolling