+106.8%
JNJ vs TOST
+142.2%
-35.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.2% |
| 7D | +1.5% | -3.6% | +5.1% | +1.4% |
| 30D | +6.3% | +8.9% | -2.6% | +6.6% |
| 3M | +8.5% | -2.2% | +10.7% | +8.4% |
| 6M | +28.0% | +41.0% | -13.0% | +29.7% |
| YTD | +37.7% | -4.0% | +41.6% | +38.1% |
| 1Y | +47.9% | -9.6% | +57.5% | +48.1% |
| All | +106.8% | +142.2% | -35.3% | +109.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling