+83.4%
JNJ vs TTMI
+798.2%
-714.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | -0.3% |
| 7D | -4.3% | +6.0% | -10.4% | -4.2% |
| 30D | +3.0% | -6.4% | +9.5% | +3.0% |
| 3M | +12.2% | -28.9% | +41.2% | +12.0% |
| 6M | +10.5% | +26.9% | -16.4% | +9.8% |
| YTD | +30.8% | +77.3% | -46.5% | +29.9% |
| 1Y | +54.9% | +147.5% | -92.6% | +53.9% |
| 3Y | +80.7% | +847.6% | -767.0% | +73.3% |
| 5Y | +83.4% | +802.2% | -718.8% | +73.5% |
| All | +83.4% | +798.2% | -714.8% | +73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling