-45.7%
TOST vs JD
-56.7%
+11.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.4% |
| 7D | -3.4% | -1.7% | -1.7% | -3.0% |
| 30D | -2.4% | -13.2% | +10.7% | +1.1% |
| 3M | +34.6% | -3.2% | +37.8% | +35.5% |
| 6M | +15.2% | +15.2% | 0.0% | +9.8% |
| YTD | -4.4% | +2.0% | -6.4% | -5.8% |
| 1Y | -17.4% | -5.4% | -12.0% | -17.2% |
| 3Y | +54.5% | -9.1% | +63.6% | +46.6% |
| All | -45.7% | -56.7% | +11.0% | -39.6% |
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