-49.2%
TE vs JAAA
+29.3%
-78.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | 0.0% | +10.0% | +10.0% |
| 7D | +18.2% | +0.1% | +18.1% | +18.0% |
| 30D | -13.5% | +0.5% | -14.0% | -14.4% |
| 3M | -44.6% | +1.2% | -45.8% | -46.1% |
| 6M | -24.7% | +2.8% | -27.5% | -29.2% |
| YTD | -24.3% | +3.2% | -27.4% | -29.0% |
| 1Y | +155.6% | +4.8% | +150.7% | +133.8% |
| 3Y | -18.3% | +19.0% | -37.2% | -25.9% |
| 5Y | -41.3% | +26.8% | -68.1% | -46.0% |
| All | -49.2% | +29.3% | -78.5% | -53.9% |
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