+60.6%
TMUS vs JAAA
+30.2%
+30.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +8.2% | +0.1% | +8.1% | +8.2% |
| 30D | +13.4% | +0.4% | +13.0% | +13.4% |
| 3M | -3.0% | +1.2% | -4.2% | -2.9% |
| 6M | -8.8% | +2.3% | -11.1% | -8.6% |
| YTD | -13.8% | +4.0% | -17.8% | -13.6% |
| 1Y | -17.1% | +4.8% | -21.8% | -16.8% |
| 3Y | +22.7% | +18.5% | +4.2% | +27.8% |
| 5Y | +52.8% | +27.5% | +25.3% | +63.1% |
| All | +60.6% | +30.2% | +30.4% | +64.2% |
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