+57.4%
JNJ vs TTD
-73.2%
+130.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.2% | -1.3% |
| 7D | +2.7% | +6.3% | -3.7% | +2.9% |
| 30D | +7.4% | -23.9% | +31.3% | +6.6% |
| 3M | +21.2% | -31.4% | +52.6% | +19.7% |
| 6M | +13.4% | -42.7% | +56.1% | +11.7% |
| YTD | +35.1% | -62.0% | +97.1% | +32.2% |
| 1Y | +57.4% | -72.2% | +129.6% | +56.9% |
| All | +57.4% | -73.2% | +130.7% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 1y: compounded portfolio wealth divided by compounded TTD 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…
1y analysis · Full analysis span regression · 6 months rolling