-27.7%
TOST vs JCI
+96.3%
-124.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.7% | +4.9% |
| 7D | 0.0% | +3.2% | -3.2% | -2.2% |
| 30D | +16.2% | -8.6% | +24.8% | +20.8% |
| 3M | -1.5% | -7.7% | +6.2% | +0.9% |
| 6M | +55.3% | -2.6% | +57.9% | +49.4% |
| YTD | -2.3% | +17.4% | -19.7% | -22.8% |
| 1Y | -5.5% | +16.9% | -22.5% | -25.2% |
| 3Y | +151.1% | +186.7% | -35.6% | -19.9% |
| All | -27.7% | +96.3% | -124.0% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling