+79.8%
JNJ vs TPG
+74.1%
+5.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.3% |
| 7D | -3.5% | -9.4% | +5.9% | -3.4% |
| 30D | +2.3% | -5.3% | +7.6% | +2.4% |
| 3M | +12.0% | +12.9% | -0.9% | +11.9% |
| 6M | +10.5% | +20.1% | -9.6% | +10.3% |
| YTD | +30.4% | -22.5% | +52.9% | +31.0% |
| 1Y | +52.1% | -19.7% | +71.8% | +52.6% |
| 3Y | +77.8% | +81.2% | -3.4% | +70.1% |
| All | +79.8% | +74.1% | +5.6% | +69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling