+401.2%
TSM vs JAAA
+30.3%
+370.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.8% |
| 7D | +6.2% | +0.1% | +6.1% | +5.9% |
| 30D | -7.3% | +0.4% | -7.7% | -8.2% |
| 3M | -7.1% | +1.2% | -8.3% | -9.8% |
| 6M | +0.2% | +2.3% | -2.1% | -5.2% |
| YTD | +32.2% | +4.0% | +28.2% | +20.4% |
| 1Y | +42.8% | +4.8% | +38.0% | +27.7% |
| 3Y | +330.4% | +18.4% | +312.0% | +227.6% |
| 5Y | +263.9% | +27.5% | +236.4% | +149.6% |
| All | +401.2% | +30.3% | +370.9% | +221.1% |
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