+436.6%
TSM vs JAAA
+29.3%
+407.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.6% |
| 7D | +2.6% | +0.1% | +2.6% | +2.5% |
| 30D | +1.4% | +0.4% | +1.0% | +0.4% |
| 3M | +5.0% | +1.2% | +3.8% | +1.9% |
| 6M | +24.0% | +2.7% | +21.3% | +16.3% |
| YTD | +41.6% | +3.2% | +38.4% | +31.4% |
| 1Y | +66.2% | +4.8% | +61.3% | +48.9% |
| 3Y | +398.2% | +19.0% | +379.2% | +281.9% |
| 5Y | +277.6% | +26.8% | +250.8% | +163.5% |
| All | +436.6% | +29.3% | +407.3% | +250.5% |
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