+83.4%
JNJ vs TRGP
+627.0%
-543.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -4.3% | -0.6% | -3.8% | -4.3% |
| 30D | +3.0% | +10.0% | -6.9% | +2.6% |
| 3M | +12.2% | +7.6% | +4.6% | +11.8% |
| 6M | +10.5% | +26.8% | -16.3% | +9.4% |
| YTD | +30.8% | +60.6% | -29.8% | +28.6% |
| 1Y | +54.9% | +82.5% | -27.5% | +51.7% |
| 3Y | +80.7% | +265.0% | -184.4% | +67.5% |
| 5Y | +83.4% | +645.9% | -562.5% | +66.5% |
| All | +83.4% | +627.0% | -543.6% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling