+38.8%
TMUS vs JAAA
+18.9%
+20.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +3.1% | +0.5% | +2.7% | +2.8% |
| 3M | +2.4% | +1.2% | +1.2% | +1.4% |
| 6M | -17.1% | +2.8% | -19.9% | -18.9% |
| YTD | -9.1% | +3.2% | -12.3% | -11.4% |
| 1Y | -23.6% | +4.8% | -28.5% | -27.0% |
| 3Y | +38.8% | +19.0% | +19.9% | +29.5% |
| All | +38.8% | +18.9% | +20.0% | +29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling