+149.9%
JPM vs TOST
-47.1%
+197.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +1.2% | +3.0% | -1.7% | +0.9% |
| 30D | +2.7% | +10.3% | -7.5% | +1.4% |
| 3M | -4.5% | -3.3% | -1.2% | -4.2% |
| 6M | +14.3% | +37.8% | -23.5% | +9.2% |
| YTD | +8.2% | -2.8% | +11.0% | +7.5% |
| 1Y | +10.0% | -9.6% | +19.6% | +10.2% |
| 3Y | +149.0% | +144.6% | +4.3% | +119.7% |
| 5Y | +131.0% | -31.0% | +162.0% | +103.8% |
| All | +149.9% | -47.1% | +197.0% | +120.8% |
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 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