-45.7%
TOST vs JAAA
+26.7%
-72.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | -0.1% |
| 7D | -3.4% | +0.2% | -3.6% | -3.8% |
| 30D | -2.4% | +0.5% | -3.0% | -3.6% |
| 3M | +34.6% | +1.3% | +33.3% | +30.8% |
| 6M | +15.2% | +2.7% | +12.5% | +8.4% |
| YTD | -4.4% | +3.2% | -7.6% | -11.0% |
| 1Y | -17.4% | +4.9% | -22.3% | -25.8% |
| 3Y | +54.5% | +19.0% | +35.5% | +28.1% |
| All | -45.7% | +26.7% | -72.4% | -59.1% |
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