+146.7%
JNJ vs TXG
+27.0%
+119.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -0.4% |
| 7D | -3.5% | +9.5% | -13.0% | -3.7% |
| 30D | +2.3% | +18.8% | -16.5% | +1.9% |
| 3M | +12.0% | +136.1% | -124.1% | +9.7% |
| 6M | +10.5% | +235.2% | -224.8% | +7.1% |
| YTD | +30.4% | +320.5% | -290.1% | +25.5% |
| 1Y | +52.1% | +425.2% | -373.1% | +45.2% |
| 3Y | +77.8% | +42.9% | +34.9% | +75.3% |
| 5Y | +82.9% | -62.8% | +145.7% | +89.4% |
| All | +146.7% | +27.0% | +119.6% | +111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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