+52.1%
JNJ vs TRV
+39.8%
+12.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.9% |
| 7D | -3.5% | +1.9% | -5.4% | -4.1% |
| 30D | +2.3% | +1.7% | +0.6% | +1.8% |
| 3M | +12.0% | +23.9% | -11.9% | +6.2% |
| 6M | +10.5% | +26.3% | -15.8% | +4.4% |
| YTD | +30.4% | +30.8% | -0.4% | +23.3% |
| 1Y | +52.1% | +36.3% | +15.8% | +43.5% |
| All | +52.1% | +39.8% | +12.4% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 1y: compounded portfolio wealth divided by compounded TRV 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…
1y analysis · Full analysis span regression · 6 months rolling