+90.5%
JEPQ vs TOST
+86.5%
+4.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.7% | -3.4% | +4.1% | +1.2% |
| 30D | +2.0% | -2.4% | +4.4% | +2.3% |
| 3M | +2.0% | +34.6% | -32.6% | -2.7% |
| 6M | +10.4% | +15.2% | -4.8% | +7.2% |
| YTD | +11.6% | -4.4% | +16.0% | +11.1% |
| 1Y | +20.7% | -17.4% | +38.1% | +22.6% |
| 3Y | +70.8% | +54.5% | +16.4% | +53.8% |
| All | +90.5% | +86.5% | +4.0% | +54.9% |
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