+140.7%
JNJ vs TW
+206.7%
-66.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -3.5% | -4.5% | +1.0% | -2.9% |
| 30D | +2.3% | -2.3% | +4.6% | +2.6% |
| 3M | +12.0% | +2.6% | +9.4% | +11.4% |
| 6M | +10.5% | -17.5% | +28.0% | +13.1% |
| YTD | +30.4% | -5.3% | +35.7% | +30.6% |
| 1Y | +52.1% | -14.8% | +66.9% | +54.7% |
| 3Y | +77.8% | +18.8% | +59.0% | +69.8% |
| 5Y | +82.9% | +20.7% | +62.2% | +72.0% |
| All | +140.7% | +206.7% | -66.0% | +96.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling