-10.5%
TEM vs JAAA
+4.8%
-15.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -1.3% | +0.2% | -1.5% | -2.7% |
| 30D | -9.5% | +0.4% | -9.9% | -13.2% |
| 3M | +60.7% | +1.2% | +59.5% | +45.0% |
| 6M | +35.5% | +2.3% | +33.1% | +12.6% |
| YTD | +28.0% | +3.9% | +24.2% | +5.3% |
| 1Y | -10.5% | +4.8% | -15.3% | -25.8% |
| All | -10.5% | +4.8% | -15.3% | -25.8% |
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