-25.8%
TE vs JAAA
+4.8%
-30.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | +3.8% | +0.2% | +3.7% | +0.1% |
| 30D | -26.2% | +0.4% | -26.6% | -33.6% |
| 3M | -49.7% | +1.2% | -50.9% | -62.6% |
| 6M | -46.5% | +2.3% | -48.8% | -70.2% |
| YTD | -59.1% | +3.9% | -63.0% | -83.3% |
| 1Y | -25.8% | +4.8% | -30.6% | -74.4% |
| All | -25.8% | +4.8% | -30.6% | -74.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling