-46.4%
TOST vs JEPI
+49.1%
-95.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.0% |
| 7D | -4.7% | +2.9% | -7.6% | -11.0% |
| 30D | +8.5% | +2.6% | +5.9% | +1.8% |
| 3M | -1.6% | +2.2% | -3.8% | -6.8% |
| 6M | +44.1% | +7.6% | +36.5% | +21.0% |
| YTD | -5.6% | +8.3% | -13.9% | -22.2% |
| 1Y | -12.6% | +9.7% | -22.3% | -30.0% |
| 3Y | +137.6% | +36.7% | +100.9% | +13.3% |
| 5Y | -30.4% | +44.4% | -74.8% | -70.1% |
| All | -46.4% | +49.1% | -95.4% | -79.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling