+77.2%
TGT vs JAAA
+4.9%
+72.3%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | -0.3% |
| 7D | -5.2% | +0.1% | -5.3% | -5.6% |
| 30D | +1.2% | +0.5% | +0.7% | -1.4% |
| 3M | +18.4% | +1.3% | +17.1% | +11.5% |
| 6M | +33.4% | +2.8% | +30.7% | +15.4% |
| YTD | +63.8% | +3.3% | +60.5% | +34.9% |
| 1Y | +77.2% | +4.9% | +72.2% | +28.7% |
| All | +77.2% | +4.9% | +72.3% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling