-45.7%
TOST vs JCI
+118.9%
-164.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -1.3% |
| 7D | -3.4% | +3.8% | -7.2% | -6.1% |
| 30D | -2.4% | -5.7% | +3.2% | +1.4% |
| 3M | +34.6% | -1.4% | +36.0% | +33.8% |
| 6M | +15.2% | +4.1% | +11.1% | +7.0% |
| YTD | -4.4% | +21.7% | -26.1% | -24.0% |
| 1Y | -17.4% | +36.1% | -53.6% | -41.1% |
| 3Y | +54.5% | +154.4% | -100.0% | -41.4% |
| All | -45.7% | +118.9% | -164.6% | -75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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