+41.7%
TGT vs JAAA
+18.9%
+22.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -5.0% | +0.1% | -5.1% | -5.3% |
| 30D | +3.0% | +0.4% | +2.6% | +1.5% |
| 3M | +22.6% | +1.2% | +21.4% | +17.7% |
| 6M | +31.2% | +2.7% | +28.5% | +19.7% |
| YTD | +63.7% | +3.2% | +60.5% | +46.8% |
| 1Y | +78.5% | +4.8% | +73.7% | +51.5% |
| All | +41.7% | +18.9% | +22.8% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling