-44.4%
TOST vs JBL
+334.3%
-378.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.6% | -5.3% | -2.0% |
| 7D | +4.0% | -5.2% | +9.2% | +5.9% |
| 30D | +11.1% | -17.5% | +28.6% | +19.2% |
| 3M | +0.8% | -26.0% | +26.8% | +12.0% |
| 6M | +38.8% | -28.9% | +67.7% | +53.2% |
| YTD | -2.1% | +10.8% | -12.9% | -18.3% |
| 1Y | -6.0% | +18.3% | -24.3% | -24.9% |
| 3Y | +149.8% | +102.2% | +47.6% | +26.4% |
| 5Y | -42.8% | +303.2% | -346.0% | -87.0% |
| All | -44.4% | +334.3% | -378.7% | -87.8% |
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