+93.1%
JNJ vs TOST
-48.0%
+141.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +2.7% | -3.4% | +6.1% | +2.7% |
| 30D | +7.4% | -2.4% | +9.8% | +7.4% |
| 3M | +21.2% | +34.6% | -13.4% | +21.2% |
| 6M | +13.4% | +15.2% | -1.8% | +13.4% |
| YTD | +35.1% | -4.4% | +39.5% | +35.3% |
| 1Y | +57.4% | -17.4% | +74.9% | +57.7% |
| 3Y | +86.8% | +54.5% | +32.3% | +84.6% |
| All | +93.1% | -48.0% | +141.0% | +92.6% |
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