-38.2%
TLT vs JAAA
+29.3%
-67.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -0.4% | +0.2% | -0.6% | -0.5% |
| 30D | -0.6% | +0.5% | -1.1% | -0.7% |
| 3M | -2.7% | +1.3% | -4.0% | -3.1% |
| 6M | -5.6% | +2.7% | -8.3% | -6.3% |
| YTD | -2.8% | +3.2% | -6.0% | -3.7% |
| 1Y | -1.4% | +4.9% | -6.4% | -2.8% |
| 3Y | -1.6% | +19.0% | -20.6% | -5.9% |
| 5Y | -33.8% | +26.8% | -60.6% | -38.3% |
| All | -38.2% | +29.3% | -67.4% | -41.9% |
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