+192.5%
JNJ vs TRGP
+863.3%
-670.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | +2.3% | +8.0% | -5.7% | +1.9% |
| 3M | +12.0% | +8.3% | +3.7% | +11.5% |
| 6M | +10.5% | +23.9% | -13.4% | +9.3% |
| YTD | +30.4% | +59.6% | -29.2% | +27.6% |
| 1Y | +52.1% | +79.4% | -27.3% | +48.0% |
| 3Y | +77.8% | +269.4% | -191.6% | +65.9% |
| 5Y | +82.9% | +641.6% | -558.8% | +64.2% |
| All | +192.5% | +863.3% | -670.7% | +164.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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