+731.6%
TLN vs JAAA
+23.4%
+708.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +22.3% | +0.1% | +22.2% | +21.5% |
| 30D | +1.2% | +0.4% | +0.8% | -1.5% |
| 3M | +5.9% | +1.2% | +4.7% | -2.3% |
| 6M | +3.2% | +2.3% | +0.9% | -11.2% |
| YTD | +3.2% | +4.0% | -0.8% | -19.9% |
| 1Y | +5.2% | +4.8% | +0.4% | -22.4% |
| 3Y | +606.3% | +18.5% | +587.8% | +261.4% |
| All | +731.6% | +23.4% | +708.2% | +277.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling