+437.7%
TSM vs JAAA
+29.3%
+408.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.7% |
| 7D | +2.7% | +0.2% | +2.6% | +2.3% |
| 30D | +3.6% | +0.5% | +3.1% | +2.3% |
| 3M | -3.4% | +1.3% | -4.6% | -6.3% |
| 6M | +20.6% | +2.7% | +18.0% | +13.2% |
| YTD | +41.9% | +3.2% | +38.7% | +31.7% |
| 1Y | +84.4% | +4.9% | +79.4% | +64.9% |
| 3Y | +380.2% | +19.0% | +361.2% | +268.0% |
| 5Y | +275.3% | +26.8% | +248.5% | +161.8% |
| All | +437.7% | +29.3% | +408.4% | +251.2% |
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