-44.4%
TOST vs JEPI
+47.0%
-91.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -4.5% |
| 7D | +4.0% | +0.3% | +3.7% | +2.7% |
| 30D | +11.1% | +1.4% | +9.6% | +6.9% |
| 3M | +0.8% | +1.3% | -0.4% | -2.4% |
| 6M | +38.8% | +6.3% | +32.5% | +19.8% |
| YTD | -2.1% | +6.8% | -8.9% | -16.6% |
| 1Y | -6.0% | +9.8% | -15.8% | -25.1% |
| 3Y | +149.8% | +36.0% | +113.8% | +20.4% |
| 5Y | -42.8% | +43.4% | -86.1% | -75.1% |
| All | -44.4% | +47.0% | -91.4% | -77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling