-44.5%
TOST vs JBL
+311.1%
-355.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.5% | -1.9% |
| 7D | +9.4% | -12.3% | +21.8% | +15.0% |
| 30D | +13.5% | -20.2% | +33.6% | +23.5% |
| 3M | -0.1% | -30.6% | +30.5% | +14.0% |
| 6M | +22.5% | -35.8% | +58.2% | +41.2% |
| YTD | -2.4% | +4.9% | -7.3% | -16.6% |
| 1Y | -4.7% | +11.3% | -16.0% | -21.8% |
| 3Y | +103.2% | +89.1% | +14.1% | +6.4% |
| 5Y | -41.2% | +272.1% | -313.3% | -86.1% |
| All | -44.5% | +311.1% | -355.7% | -87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling