-34.9%
TLT vs JAAA
+26.7%
-61.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | 0.0% | +0.5% | -0.5% | -0.2% |
| 3M | -2.9% | +1.2% | -4.1% | -3.3% |
| 6M | -6.3% | +2.7% | -9.0% | -7.1% |
| YTD | -3.3% | +3.2% | -6.5% | -4.3% |
| 1Y | -4.2% | +4.8% | -9.0% | -5.6% |
| 3Y | -1.7% | +19.0% | -20.7% | -6.6% |
| 5Y | -34.9% | +26.8% | -61.7% | -40.6% |
| All | -34.9% | +26.7% | -61.6% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling