+57.4%
JNJ vs TSLL
-22.3%
+79.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -11.8% | +10.7% | -1.5% |
| 7D | +2.7% | +1.9% | +0.8% | +2.8% |
| 30D | +7.4% | +17.8% | -10.4% | +8.1% |
| 3M | +21.2% | -37.0% | +58.2% | +20.3% |
| 6M | +13.4% | -37.7% | +51.1% | +12.7% |
| YTD | +35.1% | -51.4% | +86.5% | +33.9% |
| 1Y | +57.4% | -23.4% | +80.8% | +54.5% |
| All | +57.4% | -22.3% | +79.8% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 1y: compounded portfolio wealth divided by compounded TSLL 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…
1y analysis · Full analysis span regression · 6 months rolling