+99.6%
JNJ vs TT
+139.1%
-39.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.7% | -2.5% | +2.0% |
| 7D | +4.3% | +1.7% | +2.5% | +4.2% |
| 30D | +7.9% | -11.8% | +19.7% | +8.2% |
| 3M | +9.4% | -12.6% | +22.0% | +9.7% |
| 6M | +28.8% | -9.4% | +38.2% | +28.9% |
| YTD | +38.5% | +8.8% | +29.7% | +37.2% |
| 1Y | +54.6% | -2.5% | +57.1% | +54.0% |
| 3Y | +108.4% | +95.7% | +12.7% | +89.1% |
| 5Y | +99.6% | +135.7% | -36.1% | +69.1% |
| All | +99.6% | +139.1% | -39.5% | +69.1% |
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