+41.9%
TCOM vs JAAA
+27.5%
+14.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.8% |
| 7D | -1.8% | +0.1% | -1.9% | -1.9% |
| 30D | +12.1% | +0.4% | +11.7% | +11.4% |
| 3M | -3.2% | +1.2% | -4.4% | -4.9% |
| 6M | -16.6% | +2.3% | -18.9% | -19.4% |
| YTD | -39.4% | +4.0% | -43.4% | -42.8% |
| 1Y | -41.5% | +4.8% | -46.3% | -45.5% |
| 3Y | +24.4% | +18.4% | +5.9% | +2.2% |
| All | +41.9% | +27.5% | +14.3% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling