+34.8%
TCOM vs JAAA
+29.3%
+5.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -7.6% | +0.1% | -7.7% | -7.8% |
| 30D | -12.2% | +0.5% | -12.7% | -12.8% |
| 3M | -14.2% | +1.2% | -15.4% | -15.8% |
| 6M | -25.0% | +2.8% | -27.8% | -28.3% |
| YTD | -43.7% | +3.2% | -46.9% | -46.4% |
| 1Y | -44.5% | +4.8% | -49.4% | -48.5% |
| 3Y | +13.4% | +19.0% | -5.5% | -9.3% |
| 5Y | +26.5% | +26.8% | -0.4% | -7.1% |
| All | +34.8% | +29.3% | +5.5% | -8.4% |
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