+57.4%
JNJ vs TOST
-20.0%
+77.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +2.7% | -3.4% | +6.1% | +2.6% |
| 30D | +7.4% | -2.4% | +9.8% | +7.3% |
| 3M | +21.2% | +34.6% | -13.4% | +22.9% |
| 6M | +13.4% | +15.2% | -1.8% | +14.3% |
| YTD | +35.1% | -4.4% | +39.5% | +36.3% |
| 1Y | +57.4% | -17.4% | +74.9% | +59.9% |
| All | +57.4% | -20.0% | +77.5% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 1y: compounded portfolio wealth divided by compounded TOST 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…
1y analysis · Full analysis span regression · 6 months rolling