-23.0%
TNA vs JAAA
+26.5%
-49.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +0.7% |
| 7D | -7.3% | +0.1% | -7.3% | -7.7% |
| 30D | -14.2% | +0.5% | -14.7% | -16.5% |
| 3M | -4.6% | +1.3% | -5.8% | -10.7% |
| 6M | +36.9% | +2.8% | +34.1% | +18.8% |
| YTD | +42.5% | +3.3% | +39.3% | +21.2% |
| 1Y | +45.8% | +4.9% | +40.8% | +15.1% |
| 3Y | +104.7% | +19.0% | +85.7% | +28.3% |
| All | -23.0% | +26.5% | -49.5% | -59.2% |
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