+124.7%
TD vs JAAA
+19.0%
+105.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.5% |
| 7D | -0.5% | +0.1% | -0.6% | -0.7% |
| 30D | -1.9% | +0.5% | -2.4% | -3.2% |
| 3M | +4.8% | +1.3% | +3.5% | +1.5% |
| 6M | +28.0% | +2.8% | +25.2% | +19.5% |
| YTD | +30.3% | +3.3% | +27.0% | +20.3% |
| 1Y | +59.8% | +4.9% | +54.8% | +42.2% |
| 3Y | +124.7% | +19.0% | +105.7% | +99.9% |
| All | +124.7% | +19.0% | +105.7% | +99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling