+157.0%
JPM vs TOST
-49.0%
+205.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.2% |
| 7D | -0.4% | -0.9% | +0.5% | -0.3% |
| 30D | -1.1% | -3.5% | +2.3% | -0.8% |
| 3M | +14.1% | +38.1% | -24.0% | +9.4% |
| 6M | +23.3% | +9.9% | +13.4% | +21.1% |
| YTD | +11.3% | -6.3% | +17.5% | +11.1% |
| 1Y | +23.0% | -18.3% | +41.3% | +24.7% |
| 3Y | +162.6% | +59.7% | +102.8% | +142.2% |
| All | +157.0% | -49.0% | +205.9% | +128.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling