+82.5%
T vs JAAA
+29.3%
+53.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | +4.3% | +0.4% | +3.9% | +4.1% |
| 3M | +11.6% | +1.2% | +10.3% | +11.0% |
| 6M | -5.6% | +2.7% | -8.2% | -6.5% |
| YTD | +6.6% | +3.2% | +3.4% | +5.3% |
| 1Y | -8.4% | +4.8% | -13.2% | -10.1% |
| 3Y | +107.8% | +19.0% | +88.9% | +98.5% |
| 5Y | +68.3% | +26.8% | +41.5% | +57.6% |
| All | +82.5% | +29.3% | +53.2% | +65.5% |
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