+83.7%
JNJ vs TYL
-25.2%
+108.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | -0.9% |
| 7D | +2.7% | -3.7% | +6.4% | +2.9% |
| 30D | +7.4% | +18.7% | -11.4% | +6.4% |
| 3M | +21.2% | +18.1% | +3.1% | +20.0% |
| 6M | +13.4% | -1.1% | +14.5% | +13.1% |
| YTD | +35.1% | -19.8% | +54.9% | +36.5% |
| 1Y | +57.4% | -34.3% | +91.8% | +61.1% |
| 3Y | +86.8% | -8.2% | +95.0% | +86.2% |
| All | +83.7% | -25.2% | +108.8% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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