+60.5%
JEPQ vs TOST
+146.3%
-85.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -1.5% |
| 7D | +3.4% | 0.0% | +3.4% | +3.4% |
| 30D | -5.6% | +16.2% | -21.8% | -7.6% |
| 3M | -4.2% | -1.5% | -2.6% | -4.2% |
| 6M | -0.2% | +55.3% | -55.5% | -6.8% |
| YTD | +6.7% | -2.3% | +9.1% | +6.1% |
| 1Y | +9.5% | -5.5% | +15.0% | +9.3% |
| 3Y | +60.5% | +151.1% | -90.6% | +46.8% |
| All | +60.5% | +146.3% | -85.8% | +46.8% |
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