+83.4%
JNJ vs TW
+19.6%
+63.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -4.3% | -2.7% | -1.6% | -4.1% |
| 30D | +3.0% | -1.7% | +4.8% | +3.1% |
| 3M | +12.2% | +1.6% | +10.6% | +12.1% |
| 6M | +10.5% | -17.7% | +28.2% | +12.0% |
| YTD | +30.8% | -4.3% | +35.1% | +30.8% |
| 1Y | +54.9% | -13.1% | +68.0% | +56.2% |
| 3Y | +80.7% | +20.3% | +60.4% | +76.9% |
| 5Y | +83.4% | +22.0% | +61.5% | +71.3% |
| All | +83.4% | +19.6% | +63.8% | +71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling