+55.6%
TOST vs JBL
+181.2%
-125.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.5% | -0.3% |
| 7D | -3.4% | +3.0% | -6.4% | -4.1% |
| 30D | -2.4% | -8.3% | +5.8% | -1.0% |
| 3M | +34.6% | -16.9% | +51.5% | +39.0% |
| 6M | +15.2% | +21.8% | -6.6% | +4.6% |
| YTD | -4.4% | +36.3% | -40.7% | -17.0% |
| 1Y | -17.4% | +49.5% | -66.9% | -31.2% |
| All | +55.6% | +181.2% | -125.6% | +2.0% |
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