+149.9%
JPM vs TOST
-46.7%
+196.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.2% |
| 7D | +0.4% | +4.0% | -3.6% | 0.0% |
| 30D | +2.7% | +11.1% | -8.3% | +1.3% |
| 3M | -3.8% | +0.8% | -4.7% | -4.1% |
| 6M | +14.3% | +38.8% | -24.5% | +9.1% |
| YTD | +8.2% | -2.1% | +10.3% | +7.4% |
| 1Y | +11.0% | -6.0% | +17.0% | +10.6% |
| 3Y | +152.7% | +149.8% | +2.9% | +122.4% |
| 5Y | +130.8% | -42.8% | +173.6% | +103.0% |
| All | +149.9% | -46.7% | +196.6% | +120.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling