+82.4%
JNJ vs TSLL
-57.4%
+139.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -11.8% | +10.7% | -1.3% |
| 7D | +2.7% | +1.9% | +0.8% | +2.7% |
| 30D | +7.4% | +17.8% | -10.4% | +7.6% |
| 3M | +21.2% | -37.0% | +58.2% | +20.9% |
| 6M | +13.4% | -37.7% | +51.1% | +13.2% |
| YTD | +35.1% | -51.4% | +86.5% | +34.7% |
| 1Y | +57.4% | -23.4% | +80.8% | +57.4% |
| 3Y | +86.8% | -30.8% | +117.5% | +88.2% |
| All | +82.4% | -57.4% | +139.8% | +92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling