+83.1%
JNJ vs TSLL
-58.7%
+141.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.6% | -7.2% | +1.5% |
| 7D | +1.1% | -21.2% | +22.3% | +0.9% |
| 30D | +6.9% | -13.3% | +20.2% | +6.8% |
| 3M | +8.0% | +15.4% | -7.4% | +8.3% |
| 6M | +24.3% | -34.2% | +58.5% | +24.1% |
| YTD | +35.6% | -52.9% | +88.5% | +35.3% |
| 1Y | +51.1% | -54.3% | +105.4% | +50.7% |
| 3Y | +98.3% | -18.4% | +116.7% | +99.6% |
| All | +83.1% | -58.7% | +141.8% | +93.0% |
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