+655.5%
TPR vs JAAA
+30.2%
+625.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.1% | +0.1% | -1.2% | -1.4% |
| 30D | +15.1% | +0.4% | +14.7% | +13.7% |
| 3M | -13.4% | +1.2% | -14.6% | -16.5% |
| 6M | +1.4% | +2.3% | -0.9% | -5.4% |
| YTD | +4.8% | +4.0% | +0.8% | -6.8% |
| 1Y | +29.2% | +4.8% | +24.4% | +12.3% |
| 3Y | +403.7% | +18.5% | +385.2% | +241.1% |
| 5Y | +230.8% | +27.5% | +203.4% | +96.6% |
| All | +655.5% | +30.2% | +625.3% | +310.7% |
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