+100.9%
JNJ vs TSEM
+297.9%
-196.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.9% | +7.7% | +0.6% |
| 7D | +3.5% | +7.0% | -3.5% | +3.6% |
| 30D | +12.5% | -29.8% | +42.3% | +11.7% |
| 3M | +9.6% | -41.9% | +51.5% | +8.4% |
| 6M | +25.3% | -45.8% | +71.1% | +24.2% |
| YTD | +40.3% | +25.1% | +15.2% | +39.5% |
| 1Y | +49.6% | +48.2% | +1.4% | +49.1% |
| 3Y | +110.8% | +476.5% | -365.7% | +109.1% |
| All | +100.9% | +297.9% | -196.9% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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