+148.0%
JNJ vs TXG
+24.6%
+123.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.3% | -0.8% |
| 7D | -3.0% | +9.1% | -12.1% | -3.1% |
| 30D | +2.5% | +14.9% | -12.4% | +2.2% |
| 3M | +13.2% | +120.0% | -106.7% | +11.1% |
| 6M | +11.3% | +221.8% | -210.5% | +8.0% |
| YTD | +31.1% | +312.6% | -281.4% | +26.3% |
| 1Y | +54.3% | +398.4% | -344.1% | +47.5% |
| 3Y | +81.1% | +42.1% | +39.1% | +78.6% |
| 5Y | +82.7% | -63.5% | +146.2% | +89.3% |
| All | +148.0% | +24.6% | +123.4% | +112.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling