-39.6%
TLT vs JAAA
+30.2%
-69.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | +2.2% | +0.4% | +1.7% | +2.0% |
| 3M | -1.7% | +1.2% | -2.9% | -2.1% |
| 6M | -4.0% | +2.3% | -6.2% | -4.6% |
| YTD | -4.9% | +4.0% | -8.9% | -6.0% |
| 1Y | -7.4% | +4.8% | -12.2% | -8.6% |
| 3Y | +3.0% | +18.5% | -15.4% | -1.4% |
| 5Y | -35.1% | +27.5% | -62.6% | -39.6% |
| All | -39.6% | +30.2% | -69.8% | -43.3% |
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 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