-48.1%
TOST vs JEPI
+43.5%
-91.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -1.1% |
| 7D | -4.7% | -1.1% | -3.5% | -2.0% |
| 30D | -9.1% | -1.3% | -7.8% | -6.2% |
| 3M | +29.8% | +3.3% | +26.5% | +20.5% |
| 6M | +10.0% | +1.0% | +9.0% | +7.7% |
| YTD | -8.6% | +4.2% | -12.9% | -17.2% |
| 1Y | -20.7% | +7.9% | -28.6% | -33.6% |
| 3Y | +55.7% | +30.0% | +25.7% | -15.4% |
| All | -48.1% | +43.5% | -91.5% | -77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded JEPI 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling