-36.3%
TRMB vs JAAA
+27.5%
-63.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.5% |
| 7D | +2.8% | +0.1% | +2.7% | +2.5% |
| 30D | -5.9% | +0.4% | -6.3% | -7.0% |
| 3M | -3.3% | +1.2% | -4.5% | -6.7% |
| 6M | +1.3% | +2.3% | -1.0% | -5.3% |
| YTD | -29.0% | +4.0% | -33.0% | -36.6% |
| 1Y | -27.8% | +4.8% | -32.6% | -36.9% |
| 3Y | +36.3% | +18.4% | +17.9% | -4.0% |
| All | -36.3% | +27.5% | -63.8% | -61.7% |
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 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