+14.5%
TFC vs JAAA
+26.7%
-12.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.3% | +0.1% | -1.4% | -1.6% |
| 30D | -2.3% | +0.5% | -2.8% | -3.5% |
| 3M | +2.5% | +1.2% | +1.2% | -1.0% |
| 6M | +9.5% | +2.7% | +6.8% | +1.8% |
| YTD | +5.1% | +3.2% | +1.9% | -3.4% |
| 1Y | +15.5% | +4.8% | +10.7% | +2.1% |
| 3Y | +95.2% | +19.0% | +76.2% | +47.4% |
| 5Y | +14.5% | +26.8% | -12.3% | -20.3% |
| All | +14.5% | +26.7% | -12.2% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling