+59.7%
TEM vs JAAA
+12.5%
+47.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +3.2% | +0.1% | +3.1% | +2.4% |
| 30D | +23.5% | +0.5% | +23.1% | +19.1% |
| 3M | +32.3% | +1.2% | +31.1% | +20.1% |
| 6M | +23.0% | +2.8% | +20.2% | -1.8% |
| YTD | +8.9% | +3.2% | +5.7% | -15.3% |
| 1Y | -19.9% | +4.8% | -24.7% | -45.3% |
| All | +59.7% | +12.5% | +47.2% | -45.1% |
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