+151.1%
TOST vs JAAA
+18.5%
+132.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.4% | +3.2% |
| 7D | 0.0% | +0.1% | -0.1% | -0.6% |
| 30D | +16.2% | +0.4% | +15.8% | +13.0% |
| 3M | -1.5% | +1.2% | -2.7% | -9.0% |
| 6M | +55.3% | +2.3% | +53.0% | +33.7% |
| YTD | -2.3% | +4.0% | -6.3% | -24.7% |
| 1Y | -5.5% | +4.8% | -10.4% | -31.0% |
| 3Y | +151.1% | +18.4% | +132.7% | +26.9% |
| All | +151.1% | +18.5% | +132.6% | +26.9% |
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 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