+72.1%
JEPQ vs TOST
+62.0%
+10.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.7% | -3.4% | +4.1% | +1.1% |
| 30D | +2.0% | -2.4% | +4.4% | +2.2% |
| 3M | +2.0% | +34.6% | -32.6% | -2.4% |
| 6M | +10.4% | +15.2% | -4.8% | +7.4% |
| YTD | +11.6% | -4.4% | +16.0% | +11.4% |
| 1Y | +20.7% | -17.4% | +38.1% | +22.9% |
| All | +72.1% | +62.0% | +10.1% | +64.2% |
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 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