+82.5%
JNJ vs TTD
-83.4%
+165.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -2.3% |
| 7D | -0.8% | +1.7% | -2.5% | -0.7% |
| 30D | +4.3% | +1.6% | +2.7% | +4.4% |
| 3M | +16.5% | -27.8% | +44.3% | +15.5% |
| 6M | +13.1% | -52.1% | +65.3% | +10.9% |
| YTD | +32.1% | -63.1% | +95.2% | +28.8% |
| 1Y | +54.5% | -73.1% | +127.5% | +49.6% |
| 3Y | +82.5% | -83.3% | +165.8% | +72.5% |
| All | +82.5% | -83.4% | +165.9% | +72.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling