+8,682.5%
JNJ vs TT
+16,138.6%
-7,456.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -1.3% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | +7.4% | -7.2% | +14.5% | +8.8% |
| 3M | +21.2% | -3.0% | +24.2% | +21.5% |
| 6M | +13.4% | +1.4% | +12.1% | +12.5% |
| YTD | +35.1% | +15.9% | +19.2% | +30.5% |
| 1Y | +57.4% | +9.4% | +48.0% | +53.3% |
| 3Y | +86.8% | +124.4% | -37.6% | +55.2% |
| 5Y | +80.8% | +138.0% | -57.2% | +46.6% |
| 10Y | +202.7% | +886.4% | -683.6% | +81.8% |
| All | +8,682.5% | +16,138.6% | -7,456.2% | +2,420.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling