+80.0%
JNJ vs TT
+146.0%
-65.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | -0.8% | +1.6% | -2.3% | -0.8% |
| 30D | +4.3% | -7.3% | +11.6% | +4.6% |
| 3M | +16.5% | -2.6% | +19.1% | +16.4% |
| 6M | +13.1% | +5.9% | +7.3% | +12.5% |
| YTD | +32.1% | +15.4% | +16.7% | +30.7% |
| 1Y | +54.5% | +8.2% | +46.2% | +53.3% |
| 3Y | +82.5% | +122.7% | -40.1% | +63.2% |
| 5Y | +80.0% | +145.0% | -64.9% | +55.1% |
| All | +80.0% | +146.0% | -65.9% | +55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling