-44.5%
TOST vs JCI
+104.5%
-149.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -3.2% |
| 7D | +9.4% | -9.4% | +18.8% | +15.8% |
| 30D | +13.5% | -13.4% | +26.9% | +22.7% |
| 3M | -0.1% | -12.4% | +12.2% | +6.2% |
| 6M | +22.5% | -5.1% | +27.6% | +19.7% |
| YTD | -2.4% | +13.7% | -16.1% | -21.0% |
| 1Y | -4.7% | +11.4% | -16.1% | -21.5% |
| 3Y | +103.2% | +175.9% | -72.7% | -32.7% |
| 5Y | -41.2% | +98.4% | -139.6% | -72.3% |
| All | -44.5% | +104.5% | -149.1% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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