+1,003.3%
JNJ vs TTMI
+497.9%
+505.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.2% | -0.6% |
| 7D | -3.0% | +7.5% | -10.4% | -3.3% |
| 30D | +2.5% | -4.5% | +7.0% | +2.6% |
| 3M | +13.2% | -28.5% | +41.8% | +14.4% |
| 6M | +11.3% | +28.4% | -17.1% | +8.5% |
| YTD | +31.1% | +80.1% | -48.9% | +25.3% |
| 1Y | +54.3% | +161.0% | -106.7% | +43.9% |
| 3Y | +81.1% | +862.4% | -781.3% | +55.3% |
| 5Y | +82.7% | +812.9% | -730.2% | +55.6% |
| 10Y | +196.5% | +1,094.7% | -898.2% | +144.8% |
| All | +1,003.3% | +497.9% | +505.5% | +706.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling