+56.7%
TOST vs JAAA
+18.9%
+37.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | -0.4% |
| 7D | -3.4% | +0.2% | -3.6% | -4.5% |
| 30D | -2.4% | +0.5% | -3.0% | -5.6% |
| 3M | +34.6% | +1.3% | +33.3% | +24.4% |
| 6M | +15.2% | +2.7% | +12.5% | -2.6% |
| YTD | -4.4% | +3.2% | -7.6% | -21.6% |
| 1Y | -17.4% | +4.9% | -22.3% | -39.0% |
| All | +56.7% | +18.9% | +37.8% | -4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling