+8,399.1%
JNJ vs TRV
+6,584.6%
+1,814.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -4.3% | -1.8% | -2.5% | -3.9% |
| 30D | +3.0% | -2.1% | +5.2% | +3.6% |
| 3M | +12.2% | +21.2% | -8.9% | +7.0% |
| 6M | +10.5% | +22.0% | -11.6% | +5.0% |
| YTD | +30.8% | +27.7% | +3.1% | +22.8% |
| 1Y | +54.9% | +36.6% | +18.4% | +43.0% |
| 3Y | +80.7% | +141.1% | -60.4% | +43.6% |
| 5Y | +83.4% | +157.6% | -74.2% | +42.1% |
| 10Y | +195.7% | +296.2% | -100.5% | +100.3% |
| All | +8,399.1% | +6,584.6% | +1,814.5% | +2,298.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling