-1.0%
TAP vs JAAA
+26.4%
-27.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -2.3% | +0.1% | -2.4% | -2.4% |
| 30D | -9.4% | +0.5% | -9.9% | -9.8% |
| 3M | -0.8% | +1.2% | -2.0% | -1.9% |
| 6M | -14.7% | +2.8% | -17.6% | -16.9% |
| YTD | -13.9% | +3.2% | -17.1% | -16.4% |
| 1Y | -18.6% | +4.8% | -23.5% | -22.2% |
| 3Y | -32.0% | +19.0% | -51.0% | -43.0% |
| 5Y | -1.0% | +26.8% | -27.8% | -24.7% |
| All | -1.0% | +26.4% | -27.4% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling