+83.4%
JNJ vs TSN
-18.6%
+102.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.5% |
| 7D | -4.3% | +1.4% | -5.7% | -4.6% |
| 30D | +3.0% | -6.2% | +9.2% | +4.1% |
| 3M | +12.2% | -5.7% | +17.9% | +13.2% |
| 6M | +10.5% | -11.4% | +21.8% | +12.4% |
| YTD | +30.8% | -8.2% | +38.9% | +32.0% |
| 1Y | +54.9% | -2.0% | +56.9% | +54.4% |
| 3Y | +80.7% | +11.9% | +68.8% | +76.2% |
| 5Y | +83.4% | -17.8% | +101.2% | +87.2% |
| All | +83.4% | -18.6% | +102.0% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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