+38.6%
TAP vs JAAA
+29.3%
+9.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -2.3% | +0.2% | -2.5% | -2.5% |
| 30D | -2.1% | +0.5% | -2.7% | -2.6% |
| 3M | +6.6% | +1.3% | +5.3% | +5.4% |
| 6M | -11.5% | +2.7% | -14.2% | -13.5% |
| YTD | -10.3% | +3.2% | -13.4% | -12.7% |
| 1Y | -14.4% | +4.9% | -19.3% | -18.0% |
| 3Y | -28.3% | +19.0% | -47.3% | -39.3% |
| 5Y | +1.7% | +26.8% | -25.1% | -21.8% |
| All | +38.6% | +29.3% | +9.4% | -1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling