+153.1%
JPM vs TOST
+146.3%
+6.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +0.5% |
| 7D | +3.5% | 0.0% | +3.5% | +3.5% |
| 30D | +3.3% | +16.2% | -12.9% | +0.8% |
| 3M | -4.2% | -1.5% | -2.7% | -4.2% |
| 6M | +16.4% | +55.3% | -38.9% | +7.8% |
| YTD | +9.5% | -2.3% | +11.8% | +8.8% |
| 1Y | +14.0% | -5.5% | +19.5% | +13.9% |
| 3Y | +153.1% | +151.1% | +2.0% | +130.8% |
| All | +153.1% | +146.3% | +6.8% | +130.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling