+219.1%
JNJ vs TT
+737.0%
-517.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +4.1% | +8.1% | -3.9% | +2.9% |
| 30D | +14.0% | -11.3% | +25.3% | +16.0% |
| 3M | +9.2% | -11.2% | +20.4% | +11.0% |
| 6M | +27.8% | -8.9% | +36.7% | +28.8% |
| YTD | +39.2% | +9.7% | +29.5% | +35.4% |
| 1Y | +49.1% | +1.3% | +47.9% | +47.1% |
| 3Y | +109.7% | +93.4% | +16.3% | +75.0% |
| 5Y | +97.6% | +133.5% | -36.0% | +54.4% |
| All | +219.1% | +737.0% | -517.9% | +78.5% |
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