+48.7%
TMUS vs JAAA
+27.1%
+21.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +9.5% | +0.1% | +9.4% | +9.5% |
| 30D | +13.8% | +0.4% | +13.4% | +13.9% |
| 3M | -4.6% | +1.2% | -5.7% | -4.4% |
| 6M | -11.7% | +2.3% | -14.0% | -11.3% |
| YTD | -15.4% | +3.9% | -19.3% | -14.8% |
| 1Y | -16.1% | +4.8% | -20.9% | -15.5% |
| 3Y | +20.5% | +18.5% | +2.0% | +28.6% |
| 5Y | +48.7% | +27.5% | +21.3% | +60.7% |
| All | +48.7% | +27.1% | +21.6% | +60.7% |
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