+215.4%
JNJ vs TTD
+445.4%
-230.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.8% |
| 7D | +3.5% | +21.3% | -17.8% | +3.0% |
| 30D | +12.5% | +28.7% | -16.2% | +11.9% |
| 3M | +9.6% | +7.7% | +1.9% | +9.3% |
| 6M | +25.3% | -23.5% | +48.8% | +25.7% |
| YTD | +40.3% | -58.7% | +99.0% | +42.3% |
| 1Y | +49.6% | -63.4% | +113.1% | +52.2% |
| 3Y | +110.8% | -75.3% | +186.1% | +112.9% |
| 5Y | +99.1% | -84.4% | +183.5% | +101.2% |
| 10Y | +216.6% | +516.1% | -299.5% | +159.7% |
| All | +215.4% | +445.4% | -230.0% | +159.8% |
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