-46.7%
TOST vs JAAA
+26.7%
-73.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -0.9% | +0.1% | -1.0% | -1.1% |
| 30D | -3.5% | +0.5% | -3.9% | -4.4% |
| 3M | +38.1% | +1.2% | +36.9% | +34.4% |
| 6M | +9.9% | +2.8% | +7.1% | +3.0% |
| YTD | -6.3% | +3.2% | -9.4% | -12.7% |
| 1Y | -18.3% | +4.8% | -23.2% | -26.5% |
| 3Y | +59.7% | +19.0% | +40.8% | +32.4% |
| All | -46.7% | +26.7% | -73.4% | -59.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling