-46.7%
TOST vs JEPI
+44.3%
-91.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -0.5% |
| 7D | -0.9% | -0.2% | -0.7% | -0.4% |
| 30D | -3.5% | -0.6% | -2.9% | -2.0% |
| 3M | +38.1% | +4.8% | +33.3% | +24.1% |
| 6M | +9.9% | +2.1% | +7.8% | +4.8% |
| YTD | -6.3% | +4.8% | -11.1% | -16.2% |
| 1Y | -18.3% | +8.4% | -26.8% | -32.4% |
| 3Y | +59.7% | +30.8% | +28.9% | -14.4% |
| All | -46.7% | +44.3% | -91.0% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling