+84.7%
JNJ vs TRV
+157.5%
-72.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -4.3% | -1.5% | -2.9% | -4.0% |
| 30D | +3.0% | -1.8% | +4.8% | +3.5% |
| 3M | +12.2% | +21.6% | -9.3% | +7.0% |
| 6M | +10.5% | +22.5% | -12.0% | +5.1% |
| YTD | +30.8% | +28.1% | +2.6% | +23.0% |
| 1Y | +54.9% | +37.0% | +17.9% | +43.3% |
| 3Y | +80.7% | +141.9% | -61.2% | +45.2% |
| All | +84.7% | +157.5% | -72.8% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling