-9.1%
TENB vs JAAA
+29.3%
-38.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -5.0% | +0.1% | -5.1% | -5.1% |
| 30D | -7.4% | +0.5% | -7.8% | -8.1% |
| 3M | +22.3% | +1.2% | +21.1% | +19.9% |
| 6M | +60.2% | +2.8% | +57.3% | +53.1% |
| YTD | +43.2% | +3.2% | +40.0% | +36.2% |
| 1Y | +8.2% | +4.8% | +3.3% | +0.5% |
| 3Y | -23.8% | +19.0% | -42.8% | -35.9% |
| 5Y | -26.9% | +26.8% | -53.7% | -43.9% |
| All | -9.1% | +29.3% | -38.4% | -30.6% |
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