+193.1%
JNJ vs TTD
+398.8%
-205.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.3% |
| 7D | -3.5% | -0.6% | -2.9% | -3.5% |
| 30D | +2.3% | +6.3% | -4.0% | +2.2% |
| 3M | +12.0% | -24.1% | +36.1% | +12.4% |
| 6M | +10.5% | -47.4% | +57.9% | +11.6% |
| YTD | +30.4% | -62.2% | +92.6% | +32.6% |
| 1Y | +52.1% | -68.3% | +120.4% | +55.3% |
| 3Y | +77.8% | -83.4% | +161.2% | +81.8% |
| 5Y | +82.9% | -80.3% | +163.2% | +81.8% |
| All | +193.1% | +398.8% | -205.6% | +142.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling