+69.0%
TPG vs JAAA
+26.4%
+42.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.4% |
| 7D | -9.4% | +0.1% | -9.5% | -9.6% |
| 30D | -5.3% | +0.5% | -5.8% | -6.7% |
| 3M | +12.9% | +1.3% | +11.7% | +9.0% |
| 6M | +20.1% | +2.8% | +17.3% | +11.3% |
| YTD | -22.5% | +3.3% | -25.8% | -28.9% |
| 1Y | -19.7% | +4.9% | -24.6% | -29.3% |
| 3Y | +81.2% | +19.0% | +62.2% | +35.3% |
| All | +69.0% | +26.4% | +42.7% | +12.6% |
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 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