+179.7%
TDG vs JAAA
+29.3%
+150.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.4% | +0.1% | -2.5% | -2.6% |
| 30D | -8.0% | +0.5% | -8.4% | -8.7% |
| 3M | -10.5% | +1.2% | -11.7% | -12.4% |
| 6M | -11.9% | +2.7% | -14.6% | -15.9% |
| YTD | -15.4% | +3.2% | -18.6% | -19.7% |
| 1Y | -14.2% | +4.8% | -19.0% | -20.6% |
| 3Y | +51.0% | +19.0% | +32.0% | +23.0% |
| 5Y | +126.5% | +26.8% | +99.7% | +70.2% |
| All | +179.7% | +29.3% | +150.4% | +92.8% |
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