-22.6%
TLN vs JAAA
+4.7%
-27.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.3% |
| 7D | +2.0% | +0.1% | +1.9% | +1.0% |
| 30D | -12.9% | +0.4% | -13.4% | -17.4% |
| 3M | -7.4% | +1.2% | -8.6% | -20.1% |
| 6M | -6.0% | +2.7% | -8.7% | -30.6% |
| YTD | -16.9% | +3.2% | -20.1% | -43.5% |
| 1Y | -22.6% | +4.8% | -27.5% | -60.1% |
| All | -22.6% | +4.7% | -27.4% | -60.1% |
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