+77.8%
JNJ vs TTMI
+876.4%
-798.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.6% | -0.2% |
| 7D | -3.5% | +0.7% | -4.2% | -3.5% |
| 30D | +2.3% | -8.4% | +10.8% | +2.1% |
| 3M | +12.0% | -32.5% | +44.4% | +11.3% |
| 6M | +10.5% | +32.5% | -22.0% | +10.6% |
| YTD | +30.4% | +83.2% | -52.9% | +31.7% |
| 1Y | +52.1% | +161.7% | -109.5% | +55.7% |
| 3Y | +77.8% | +890.1% | -812.3% | +81.6% |
| All | +77.8% | +876.4% | -798.6% | +81.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling