+192.5%
JNJ vs TTMI
+1,127.6%
-935.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.6% | -0.4% |
| 7D | -3.5% | +0.7% | -4.2% | -3.5% |
| 30D | +2.3% | -8.4% | +10.8% | +2.6% |
| 3M | +12.0% | -32.5% | +44.4% | +13.6% |
| 6M | +10.5% | +32.5% | -22.0% | +6.8% |
| YTD | +30.4% | +83.2% | -52.9% | +22.8% |
| 1Y | +52.1% | +161.7% | -109.5% | +38.9% |
| 3Y | +77.8% | +890.1% | -812.3% | +40.7% |
| 5Y | +82.9% | +832.4% | -749.6% | +42.3% |
| All | +192.5% | +1,127.6% | -935.1% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 10y: compounded portfolio wealth divided by compounded TTMI 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…
10y analysis · Full analysis span regression · 6 months rolling