+87.9%
JNJ vs TSLL
-49.5%
+137.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.4% | -2.2% | +1.1% |
| 7D | +4.1% | +33.0% | -28.9% | +4.4% |
| 30D | +14.0% | +7.7% | +6.3% | +14.2% |
| 3M | +9.2% | +34.7% | -25.5% | +9.7% |
| 6M | +27.8% | -31.5% | +59.3% | +27.7% |
| YTD | +39.2% | -42.4% | +81.6% | +39.1% |
| 1Y | +49.1% | -39.7% | +88.8% | +49.1% |
| 3Y | +109.7% | +3.4% | +106.3% | +111.4% |
| All | +87.9% | -49.5% | +137.4% | +98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling