+41.0%
TDY vs JAAA
+26.5%
+14.5%
-32.2%
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 | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | -12.0% | +0.5% | -12.6% | -12.8% |
| 3M | -3.2% | +1.3% | -4.5% | -5.0% |
| 6M | -7.9% | +2.8% | -10.7% | -11.6% |
| YTD | +18.2% | +3.3% | +15.0% | +12.7% |
| 1Y | +6.7% | +4.9% | +1.7% | -0.6% |
| 3Y | +47.5% | +19.0% | +28.6% | +26.6% |
| All | +41.0% | +26.5% | +14.5% | +13.4% |
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 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