-27.7%
TOST vs JAAA
+27.5%
-55.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.4% | +3.4% |
| 7D | 0.0% | +0.1% | -0.1% | -0.2% |
| 30D | +16.2% | +0.4% | +15.8% | +15.1% |
| 3M | -1.5% | +1.2% | -2.7% | -4.1% |
| 6M | +55.3% | +2.3% | +53.0% | +47.6% |
| YTD | -2.3% | +4.0% | -6.3% | -10.5% |
| 1Y | -5.5% | +4.8% | -10.4% | -14.9% |
| 3Y | +151.1% | +18.4% | +132.7% | +107.3% |
| All | -27.7% | +27.5% | -55.3% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling