+221.6%
JNJ vs TT
+725.1%
-503.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.0% |
| 7D | +3.5% | +4.0% | -0.6% | +2.8% |
| 30D | +12.5% | -11.3% | +23.8% | +14.5% |
| 3M | +9.6% | -12.3% | +21.9% | +11.5% |
| 6M | +25.3% | -10.8% | +36.2% | +26.8% |
| YTD | +40.3% | +8.2% | +32.1% | +36.7% |
| 1Y | +49.6% | +1.5% | +48.2% | +47.5% |
| 3Y | +110.8% | +91.5% | +19.3% | +76.1% |
| 5Y | +99.1% | +130.2% | -31.1% | +55.9% |
| All | +221.6% | +725.1% | -503.4% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling