+57.9%
TFC vs JAAA
+30.2%
+27.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.1% | +0.1% | 0.0% | -0.2% |
| 30D | +8.6% | +0.4% | +8.2% | +7.5% |
| 3M | -4.3% | +1.2% | -5.5% | -7.3% |
| 6M | +5.4% | +2.3% | +3.1% | -0.7% |
| YTD | +4.5% | +4.0% | +0.6% | -5.5% |
| 1Y | +14.0% | +4.8% | +9.2% | +1.0% |
| 3Y | +93.4% | +18.5% | +74.9% | +44.0% |
| 5Y | +0.5% | +27.5% | -27.0% | -31.6% |
| All | +57.9% | +30.2% | +27.6% | -3.7% |
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