+124.3%
TDG vs JAAA
+26.5%
+97.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.1% |
| 7D | -1.9% | +0.1% | -1.9% | -2.0% |
| 30D | -7.7% | +0.5% | -8.2% | -8.5% |
| 3M | -9.3% | +1.3% | -10.6% | -11.1% |
| 6M | -9.4% | +2.8% | -12.2% | -13.2% |
| YTD | -14.3% | +3.3% | -17.5% | -18.5% |
| 1Y | -11.8% | +4.9% | -16.8% | -18.1% |
| 3Y | +52.0% | +19.0% | +33.0% | +28.5% |
| All | +124.3% | +26.5% | +97.8% | +69.7% |
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