+151.1%
TOST vs JBL
+100.1%
+51.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.7% | +3.9% |
| 7D | 0.0% | +6.3% | -6.3% | -1.3% |
| 30D | +16.2% | -13.5% | +29.7% | +19.1% |
| 3M | -1.5% | -31.3% | +29.8% | +5.8% |
| 6M | +55.3% | -28.4% | +83.7% | +63.4% |
| YTD | -2.3% | +11.6% | -13.9% | -12.8% |
| 1Y | -5.5% | +26.1% | -31.7% | -19.7% |
| 3Y | +151.1% | +97.4% | +53.8% | +67.4% |
| All | +151.1% | +100.1% | +51.0% | +67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling