+77.8%
JNJ vs TXN
+75.8%
+2.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.8% | -4.1% | -0.3% |
| 7D | -3.5% | +4.0% | -7.5% | -3.5% |
| 30D | +2.3% | -2.9% | +5.2% | +2.3% |
| 3M | +12.0% | -9.1% | +21.1% | +11.8% |
| 6M | +10.5% | +36.6% | -26.2% | +8.2% |
| YTD | +30.4% | +57.5% | -27.1% | +27.0% |
| 1Y | +52.1% | +49.5% | +2.6% | +48.4% |
| 3Y | +77.8% | +76.5% | +1.3% | +66.6% |
| All | +77.8% | +75.8% | +2.0% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 3y: compounded portfolio wealth divided by compounded TXN 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…
3y analysis · Full analysis span regression · 6 months rolling