+581.7%
TLN vs JAAA
+22.5%
+559.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.2% |
| 7D | +7.1% | +0.2% | +6.9% | +5.8% |
| 30D | -3.9% | +0.5% | -4.4% | -7.3% |
| 3M | -16.2% | +1.3% | -17.4% | -22.9% |
| 6M | -5.8% | +2.7% | -8.5% | -20.6% |
| YTD | -15.4% | +3.2% | -18.6% | -31.0% |
| 1Y | -16.7% | +4.9% | -21.6% | -38.6% |
| 3Y | +473.8% | +19.0% | +454.8% | +206.9% |
| All | +581.7% | +22.5% | +559.2% | +225.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling