-43.8%
TOST vs JD
-56.1%
+12.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.9% | -1.5% |
| 7D | +11.6% | +11.7% | -0.1% | +8.4% |
| 30D | +16.2% | +8.1% | +8.2% | +13.9% |
| 3M | +1.0% | -12.0% | +13.0% | +4.3% |
| 6M | +23.2% | -3.5% | +26.7% | +23.5% |
| YTD | -1.0% | +3.3% | -4.3% | -2.8% |
| 1Y | -9.9% | -7.4% | -2.5% | -8.9% |
| 3Y | +101.0% | +16.6% | +84.4% | +76.6% |
| 5Y | -40.4% | -57.9% | +17.5% | -32.3% |
| All | -43.8% | -56.1% | +12.4% | -37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling