+802.8%
JNJ vs TRI
+507.2%
+295.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.3% |
| 7D | -3.0% | -8.4% | +5.4% | -1.1% |
| 30D | +2.5% | -6.5% | +9.0% | +3.8% |
| 3M | +13.2% | +18.6% | -5.3% | +8.0% |
| 6M | +11.3% | -10.4% | +21.7% | +12.2% |
| YTD | +31.1% | -23.7% | +54.8% | +36.3% |
| 1Y | +54.3% | -42.5% | +96.8% | +72.1% |
| 3Y | +81.1% | -19.3% | +100.4% | +82.1% |
| 5Y | +82.7% | -9.7% | +92.4% | +76.3% |
| 10Y | +196.5% | +194.4% | +2.0% | +105.8% |
| All | +802.8% | +507.2% | +295.6% | +340.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling