+74.5%
JEPQ vs TOST
+90.5%
-16.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.4% |
| 7D | -5.6% | +9.4% | -15.1% | -6.9% |
| 30D | -11.3% | +13.5% | -24.8% | -13.0% |
| 3M | -6.5% | -0.1% | -6.4% | -6.8% |
| 6M | -3.6% | +22.5% | -26.0% | -7.3% |
| YTD | +2.2% | -2.4% | +4.6% | +1.3% |
| 1Y | +4.8% | -4.7% | +9.5% | +4.1% |
| 3Y | +56.3% | +103.2% | -47.0% | +34.7% |
| All | +74.5% | +90.5% | -16.0% | +41.2% |
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