+57.4%
JNJ vs TW
-15.9%
+73.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -1.2% |
| 7D | +2.7% | -2.3% | +5.0% | +2.8% |
| 30D | +7.4% | +3.9% | +3.4% | +7.1% |
| 3M | +21.2% | +5.7% | +15.5% | +21.3% |
| 6M | +13.4% | -14.5% | +27.9% | +14.3% |
| YTD | +35.1% | -0.9% | +36.0% | +34.6% |
| 1Y | +57.4% | -13.5% | +70.9% | +63.3% |
| All | +57.4% | -15.9% | +73.3% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling