+4,181.2%
JNJ vs TSEM
+10.0%
+4,171.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.2% |
| 7D | -0.8% | +10.4% | -11.2% | -1.0% |
| 30D | +4.3% | -12.9% | +17.3% | +4.6% |
| 3M | +16.5% | -9.2% | +25.7% | +16.3% |
| 6M | +13.1% | +98.8% | -85.6% | +10.1% |
| YTD | +32.1% | +87.2% | -55.1% | +28.7% |
| 1Y | +54.5% | +239.0% | -184.5% | +47.7% |
| 3Y | +82.5% | +679.5% | -597.0% | +69.1% |
| 5Y | +80.0% | +667.3% | -587.2% | +66.2% |
| 10Y | +195.7% | +1,301.0% | -1,105.4% | +165.9% |
| All | +4,181.2% | +10.0% | +4,171.1% | +3,538.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling