+152.9%
JPM vs TOST
-46.9%
+199.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +0.6% |
| 7D | +3.5% | 0.0% | +3.5% | +3.5% |
| 30D | +3.3% | +16.2% | -12.9% | +1.3% |
| 3M | -4.2% | -1.5% | -2.7% | -4.2% |
| 6M | +16.4% | +55.3% | -38.9% | +9.6% |
| YTD | +9.5% | -2.3% | +11.8% | +8.7% |
| 1Y | +14.0% | -5.5% | +19.5% | +13.6% |
| 3Y | +153.1% | +151.1% | +2.0% | +122.6% |
| 5Y | +134.9% | -27.9% | +162.8% | +107.2% |
| All | +152.9% | -46.9% | +199.7% | +123.3% |
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 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