-90.6%
TMF vs JAAA
+29.3%
-119.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -1.0% | +0.5% | -1.4% | -1.4% |
| 3M | -11.3% | +1.2% | -12.5% | -12.3% |
| 6M | -22.7% | +2.7% | -25.4% | -24.6% |
| YTD | -17.3% | +3.2% | -20.5% | -19.7% |
| 1Y | -22.5% | +4.8% | -27.3% | -25.7% |
| 3Y | -43.2% | +19.0% | -62.2% | -51.1% |
| 5Y | -88.3% | +26.8% | -115.1% | -90.7% |
| All | -90.6% | +29.3% | -119.9% | -92.5% |
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 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