+192.5%
JNJ vs TRU
+147.2%
+45.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.4% |
| 7D | -3.5% | -2.7% | -0.8% | -3.2% |
| 30D | +2.3% | -2.0% | +4.4% | +2.5% |
| 3M | +12.0% | +18.4% | -6.5% | +9.4% |
| 6M | +10.5% | +8.9% | +1.6% | +8.8% |
| YTD | +30.4% | -8.9% | +39.3% | +30.9% |
| 1Y | +52.1% | -15.9% | +68.0% | +54.0% |
| 3Y | +77.8% | -1.1% | +78.9% | +71.0% |
| 5Y | +82.9% | -35.2% | +118.1% | +89.7% |
| All | +192.5% | +147.2% | +45.4% | +145.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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