+146.4%
JPM vs TOST
-46.1%
+192.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -4.1% |
| 7D | -1.8% | +11.6% | -13.4% | -3.1% |
| 30D | +1.8% | +16.2% | -14.4% | -0.1% |
| 3M | -5.6% | +1.0% | -6.7% | -5.9% |
| 6M | +10.1% | +23.2% | -13.1% | +6.5% |
| YTD | +6.7% | -1.0% | +7.7% | +5.7% |
| 1Y | +10.3% | -9.9% | +20.2% | +10.5% |
| 3Y | +151.4% | +101.0% | +50.4% | +126.1% |
| 5Y | +127.3% | -40.4% | +167.7% | +99.8% |
| All | +146.4% | -46.1% | +192.5% | +117.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling