+113.0%
TEL vs JAAA
+29.3%
+83.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.2% | +0.1% | +1.1% | +1.0% |
| 30D | -4.1% | +0.5% | -4.6% | -5.0% |
| 3M | -2.6% | +1.2% | -3.8% | -5.0% |
| 6M | 0.0% | +2.7% | -2.7% | -5.3% |
| YTD | -9.1% | +3.2% | -12.3% | -14.6% |
| 1Y | -0.8% | +4.8% | -5.6% | -9.5% |
| 3Y | +67.4% | +19.0% | +48.4% | +32.9% |
| 5Y | +51.8% | +26.8% | +25.0% | +10.8% |
| All | +113.0% | +29.3% | +83.7% | +40.6% |
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