+82.7%
JNJ vs TTD
-80.8%
+163.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | -3.0% | -4.6% | +1.7% | -3.0% |
| 30D | +2.5% | +3.7% | -1.1% | +2.6% |
| 3M | +13.2% | -30.2% | +43.5% | +12.8% |
| 6M | +11.3% | -51.4% | +62.7% | +10.4% |
| YTD | +31.1% | -63.4% | +94.6% | +29.8% |
| 1Y | +54.3% | -73.5% | +127.8% | +52.4% |
| 3Y | +81.1% | -83.5% | +164.6% | +78.0% |
| 5Y | +82.7% | -80.9% | +163.7% | +77.9% |
| All | +82.7% | -80.8% | +163.5% | +77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling