+160.7%
JPM vs TOST
-48.0%
+208.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | +0.3% | -3.4% | +3.7% | +0.7% |
| 30D | -0.2% | -2.4% | +2.3% | +0.1% |
| 3M | +15.9% | +34.6% | -18.7% | +11.4% |
| 6M | +20.9% | +15.2% | +5.7% | +18.0% |
| YTD | +12.9% | -4.4% | +17.3% | +12.5% |
| 1Y | +20.3% | -17.4% | +37.7% | +21.8% |
| 3Y | +160.9% | +54.5% | +106.5% | +141.5% |
| All | +160.7% | -48.0% | +208.7% | +131.1% |
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