+14.4%
TRMB vs JAAA
+29.3%
-14.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.3% |
| 7D | -2.5% | +0.2% | -2.7% | -3.0% |
| 30D | +1.5% | +0.5% | +1.0% | 0.0% |
| 3M | +6.8% | +1.3% | +5.5% | +3.0% |
| 6M | -14.9% | +2.7% | -17.6% | -21.0% |
| YTD | -24.1% | +3.2% | -27.3% | -30.5% |
| 1Y | -25.4% | +4.9% | -30.3% | -34.7% |
| 3Y | +8.0% | +19.0% | -11.0% | -23.8% |
| 5Y | -37.3% | +26.8% | -64.1% | -60.4% |
| All | +14.4% | +29.3% | -14.8% | -35.7% |
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 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