+29.9%
TCOM vs JAAA
+29.4%
+0.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -4.9% | +0.1% | -5.0% | -5.0% |
| 30D | -14.4% | +0.5% | -14.9% | -15.1% |
| 3M | -17.7% | +1.3% | -18.9% | -19.3% |
| 6M | -25.1% | +2.8% | -27.9% | -28.3% |
| YTD | -45.7% | +3.3% | -49.0% | -48.4% |
| 1Y | -47.9% | +4.9% | -52.8% | -51.7% |
| 3Y | +8.9% | +19.0% | -10.0% | -12.9% |
| 5Y | +26.9% | +26.9% | 0.0% | -6.9% |
| All | +29.9% | +29.4% | +0.5% | -11.9% |
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