-1.1%
TLT vs JAAA
+18.9%
-19.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | -0.3% | +0.5% | -0.7% | -0.4% |
| 3M | -1.7% | +1.2% | -2.9% | -2.0% |
| 6M | -4.9% | +2.8% | -7.7% | -5.6% |
| YTD | -2.8% | +3.2% | -6.0% | -3.5% |
| 1Y | -4.2% | +4.8% | -9.0% | -5.3% |
| 3Y | -1.1% | +19.0% | -20.1% | +17.3% |
| All | -1.1% | +18.9% | -19.9% | +17.3% |
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