+36.8%
TAP vs JAAA
+30.2%
+6.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -4.5% | +0.1% | -4.6% | -4.6% |
| 30D | +7.5% | +0.4% | +7.0% | +7.1% |
| 3M | -4.9% | +1.2% | -6.0% | -5.9% |
| 6M | -3.5% | +2.3% | -5.8% | -5.4% |
| YTD | -11.4% | +3.9% | -15.3% | -14.4% |
| 1Y | -10.8% | +4.8% | -15.6% | -14.5% |
| 3Y | -24.5% | +18.5% | -42.9% | -35.7% |
| 5Y | +2.5% | +27.5% | -25.0% | -21.7% |
| All | +36.8% | +30.2% | +6.6% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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