-46.7%
TOST vs JBL
+437.1%
-483.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.2% |
| 7D | -0.9% | +4.4% | -5.3% | -2.8% |
| 30D | -3.5% | -8.4% | +5.0% | -0.5% |
| 3M | +38.1% | -14.2% | +52.3% | +44.5% |
| 6M | +9.9% | +29.6% | -19.7% | -10.5% |
| YTD | -6.3% | +37.1% | -43.3% | -27.4% |
| 1Y | -18.3% | +49.5% | -67.8% | -41.0% |
| 3Y | +59.7% | +192.7% | -132.9% | -36.5% |
| All | -46.7% | +437.1% | -483.8% | -89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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