+78.3%
JNJ vs TRU
-2.2%
+80.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.3% |
| 7D | -4.3% | -9.4% | +5.0% | -4.0% |
| 30D | +3.0% | -4.1% | +7.1% | +3.2% |
| 3M | +12.2% | +13.6% | -1.3% | +11.8% |
| 6M | +10.5% | +3.6% | +6.9% | +10.2% |
| YTD | +30.8% | -9.8% | +40.6% | +31.0% |
| 1Y | +54.9% | -13.6% | +68.6% | +55.3% |
| All | +78.3% | -2.2% | +80.6% | +78.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling