+104.7%
TNA vs JAAA
+19.0%
+85.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | 0.0% |
| 7D | -7.3% | +0.1% | -7.3% | -8.3% |
| 30D | -14.2% | +0.5% | -14.7% | -20.1% |
| 3M | -4.6% | +1.3% | -5.8% | -19.6% |
| 6M | +36.9% | +2.8% | +34.1% | -5.0% |
| YTD | +42.5% | +3.3% | +39.3% | -6.3% |
| 1Y | +45.8% | +4.9% | +40.8% | -21.5% |
| 3Y | +104.7% | +19.0% | +85.7% | -10.3% |
| All | +104.7% | +19.0% | +85.7% | -10.3% |
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