-48.5%
TE vs JAAA
+26.8%
-75.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.7% | -6.7% |
| 7D | +0.9% | +0.1% | +0.8% | +0.7% |
| 30D | -16.3% | +0.4% | -16.7% | -17.1% |
| 3M | -40.8% | +1.2% | -42.0% | -42.4% |
| 6M | -42.6% | +2.7% | -45.3% | -45.9% |
| YTD | -31.4% | +3.2% | -34.6% | -35.7% |
| 1Y | +144.9% | +4.8% | +140.1% | +124.2% |
| 3Y | -26.0% | +19.0% | -45.0% | -30.9% |
| 5Y | -48.5% | +26.8% | -75.3% | -50.3% |
| All | -48.5% | +26.8% | -75.3% | -50.3% |
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