+208.3%
JNJ vs TT
+744.7%
-536.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | +5.5% | +0.8% | +4.7% | +5.3% |
| 30D | +7.4% | -11.8% | +19.2% | +9.3% |
| 3M | +7.8% | -11.6% | +19.3% | +9.6% |
| 6M | +28.2% | -9.3% | +37.5% | +29.4% |
| YTD | +37.9% | +8.9% | +29.0% | +34.2% |
| 1Y | +52.4% | -2.2% | +54.6% | +51.2% |
| 3Y | +107.7% | +91.9% | +15.8% | +73.5% |
| 5Y | +96.5% | +136.0% | -39.5% | +52.9% |
| 10Y | +208.3% | +734.7% | -526.5% | +70.0% |
| All | +208.3% | +744.7% | -536.4% | +70.0% |
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