+203.8%
JNJ vs TTD
+401.9%
-198.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.2% | -1.1% |
| 7D | +2.7% | +6.3% | -3.7% | +2.6% |
| 30D | +7.4% | -23.9% | +31.3% | +7.8% |
| 3M | +21.2% | -31.4% | +52.6% | +21.9% |
| 6M | +13.4% | -42.7% | +56.1% | +14.3% |
| YTD | +35.1% | -62.0% | +97.1% | +37.4% |
| 1Y | +57.4% | -72.2% | +129.6% | +61.1% |
| 3Y | +86.8% | -81.9% | +168.7% | +90.4% |
| 5Y | +80.8% | -81.5% | +162.3% | +80.3% |
| All | +203.8% | +401.9% | -198.1% | +150.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling