+46.6%
TEM vs JAAA
+12.6%
+34.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | -0.2% |
| 7D | -8.7% | +0.1% | -8.8% | -9.3% |
| 30D | +8.1% | +0.5% | +7.5% | +3.5% |
| 3M | +19.0% | +1.3% | +17.7% | +7.5% |
| 6M | +12.0% | +2.8% | +9.2% | -10.2% |
| YTD | -0.1% | +3.3% | -3.3% | -22.8% |
| 1Y | -33.5% | +4.9% | -38.5% | -55.0% |
| All | +46.6% | +12.6% | +34.0% | -50.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling