+83.4%
JNJ vs TSEM
+610.6%
-527.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.7% | -0.3% |
| 7D | -4.3% | +0.9% | -5.3% | -4.3% |
| 30D | +3.0% | -16.6% | +19.7% | +2.7% |
| 3M | +12.2% | -10.9% | +23.1% | +12.0% |
| 6M | +10.5% | +78.0% | -67.6% | +10.4% |
| YTD | +30.8% | +77.2% | -46.4% | +30.8% |
| 1Y | +54.9% | +207.6% | -152.6% | +56.0% |
| 3Y | +80.7% | +637.8% | -557.2% | +80.0% |
| 5Y | +83.4% | +617.0% | -533.6% | +79.1% |
| All | +83.4% | +610.6% | -527.2% | +79.1% |
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