-44.5%
TOST vs JAAA
+27.6%
-72.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.5% |
| 7D | +9.4% | +0.2% | +9.3% | +9.0% |
| 30D | +13.5% | +0.4% | +13.1% | +12.4% |
| 3M | -0.1% | +1.2% | -1.3% | -2.8% |
| 6M | +22.5% | +2.3% | +20.1% | +16.1% |
| YTD | -2.4% | +3.9% | -6.3% | -10.5% |
| 1Y | -4.7% | +4.8% | -9.5% | -14.3% |
| 3Y | +103.2% | +18.5% | +84.7% | +66.3% |
| 5Y | -41.2% | +27.5% | -68.7% | -57.2% |
| All | -44.5% | +27.6% | -72.1% | -58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling