+147.4%
JPM vs TOST
+96.7%
+50.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.5% | -0.6% |
| 7D | -0.8% | +9.4% | -10.2% | -2.1% |
| 30D | +1.5% | +13.5% | -12.0% | -0.5% |
| 3M | -5.7% | -0.1% | -5.5% | -5.8% |
| 6M | +7.2% | +22.5% | -15.2% | +3.2% |
| YTD | +5.8% | -2.4% | +8.2% | +5.2% |
| 1Y | +8.8% | -4.7% | +13.5% | +8.5% |
| 3Y | +147.4% | +103.2% | +44.2% | +129.8% |
| All | +147.4% | +96.7% | +50.8% | +129.8% |
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