+110.8%
JNJ vs TTD
-75.6%
+186.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.8% |
| 7D | +3.5% | +21.3% | -17.8% | +4.0% |
| 30D | +12.5% | +28.7% | -16.2% | +13.4% |
| 3M | +9.6% | +7.7% | +1.9% | +9.8% |
| 6M | +25.3% | -23.5% | +48.8% | +24.3% |
| YTD | +40.3% | -58.7% | +99.0% | +36.3% |
| 1Y | +49.6% | -63.4% | +113.1% | +44.9% |
| 3Y | +110.8% | -75.3% | +186.1% | +101.4% |
| All | +110.8% | -75.6% | +186.3% | +101.4% |
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