+106.1%
TOST vs JD
+14.9%
+91.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.9% | -1.2% |
| 7D | +11.6% | +11.7% | -0.1% | +9.5% |
| 30D | +16.2% | +8.1% | +8.2% | +14.7% |
| 3M | +1.0% | -12.0% | +13.0% | +3.1% |
| 6M | +23.2% | -3.5% | +26.7% | +23.4% |
| YTD | -1.0% | +3.3% | -4.3% | -2.1% |
| 1Y | -9.9% | -7.4% | -2.5% | -9.3% |
| All | +106.1% | +14.9% | +91.2% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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