+495.0%
TLN vs JAAA
+18.9%
+476.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +10.9% | +0.1% | +10.8% | +10.2% |
| 30D | -6.3% | +0.5% | -6.8% | -9.3% |
| 3M | -10.7% | +1.2% | -11.9% | -18.0% |
| 6M | +1.6% | +2.8% | -1.2% | -16.4% |
| YTD | -13.1% | +3.2% | -16.3% | -30.0% |
| 1Y | -15.1% | +4.8% | -19.9% | -38.4% |
| 3Y | +495.0% | +19.0% | +476.0% | +184.3% |
| All | +495.0% | +18.9% | +476.2% | +184.3% |
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