+192.5%
JNJ vs TRI
+196.2%
-3.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.6% |
| 7D | -3.5% | -7.9% | +4.4% | -2.1% |
| 30D | +2.3% | -4.5% | +6.8% | +3.0% |
| 3M | +12.0% | +22.1% | -10.1% | +7.1% |
| 6M | +10.5% | -2.8% | +13.2% | +9.8% |
| YTD | +30.4% | -23.4% | +53.8% | +36.5% |
| 1Y | +52.1% | -41.5% | +93.7% | +71.2% |
| 3Y | +77.8% | -19.2% | +97.0% | +77.5% |
| 5Y | +82.9% | -9.4% | +92.3% | +73.2% |
| All | +192.5% | +196.2% | -3.7% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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