+409.7%
TSM vs JAAA
+30.2%
+379.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +14.8% | +0.1% | +14.7% | +14.6% |
| 30D | -8.9% | +0.4% | -9.3% | -9.8% |
| 3M | -5.3% | +1.2% | -6.5% | -8.0% |
| 6M | +2.6% | +2.3% | +0.3% | -2.9% |
| YTD | +34.5% | +4.0% | +30.5% | +22.6% |
| 1Y | +41.0% | +4.8% | +36.2% | +26.2% |
| 3Y | +333.1% | +18.5% | +314.6% | +229.8% |
| 5Y | +270.1% | +27.5% | +242.6% | +154.1% |
| All | +409.7% | +30.2% | +379.5% | +226.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling