+42.4%
TMUS vs JAAA
+26.8%
+15.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -5.8% | +0.1% | -5.9% | -5.8% |
| 30D | -0.2% | +0.4% | -0.7% | -0.1% |
| 3M | -4.0% | +1.2% | -5.2% | -3.8% |
| 6M | -18.1% | +2.7% | -20.8% | -17.7% |
| YTD | -11.3% | +3.2% | -14.5% | -10.9% |
| 1Y | -24.7% | +4.8% | -29.6% | -24.3% |
| 3Y | +35.4% | +19.0% | +16.4% | +44.8% |
| 5Y | +42.4% | +26.8% | +15.6% | +52.5% |
| All | +42.4% | +26.8% | +15.6% | +52.5% |
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 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