+93.7%
JNJ vs TOST
-46.9%
+140.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.4% |
| 7D | +1.1% | +9.4% | -8.3% | +1.1% |
| 30D | +6.9% | +13.5% | -6.6% | +6.8% |
| 3M | +8.0% | -0.1% | +8.2% | +8.0% |
| 6M | +24.3% | +22.5% | +1.8% | +24.3% |
| YTD | +35.6% | -2.4% | +38.0% | +35.7% |
| 1Y | +51.1% | -4.7% | +55.8% | +51.2% |
| 3Y | +98.3% | +103.2% | -4.9% | +95.1% |
| 5Y | +94.3% | -41.2% | +135.6% | +93.3% |
| All | +93.7% | -46.9% | +140.6% | +93.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling