+8,682.5%
JNJ vs TSN
+890.5%
+7,792.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -1.1% |
| 7D | +2.7% | -6.3% | +9.0% | +3.6% |
| 30D | +7.4% | -10.8% | +18.2% | +9.0% |
| 3M | +21.2% | -8.8% | +30.0% | +22.6% |
| 6M | +13.4% | -16.8% | +30.2% | +16.0% |
| YTD | +35.1% | -10.0% | +45.1% | +36.7% |
| 1Y | +57.4% | -5.3% | +62.7% | +58.0% |
| 3Y | +86.8% | +8.5% | +78.2% | +83.2% |
| 5Y | +80.8% | -22.9% | +103.7% | +84.3% |
| 10Y | +202.7% | -12.6% | +215.4% | +195.2% |
| All | +8,682.5% | +890.5% | +7,792.0% | +4,690.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling