-0.8%
TOST vs JAAA
+4.8%
-5.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | +10.7% | +0.2% | +10.6% | +9.7% |
| 30D | +17.7% | +0.4% | +17.3% | +14.9% |
| 3M | +4.6% | +1.2% | +3.4% | -2.1% |
| 6M | +20.3% | +2.3% | +17.9% | +4.6% |
| YTD | -0.4% | +3.9% | -4.2% | -23.7% |
| 1Y | -0.8% | +4.8% | -5.6% | -40.2% |
| All | -0.8% | +4.8% | -5.5% | -40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling