+9.5%
TPR vs JAAA
+4.9%
+4.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.4% |
| 7D | -7.3% | +0.1% | -7.4% | -8.0% |
| 30D | -30.7% | +0.5% | -31.2% | -33.3% |
| 3M | -21.6% | +1.2% | -22.9% | -29.6% |
| 6M | -21.3% | +2.7% | -24.1% | -38.7% |
| YTD | -10.2% | +3.2% | -13.4% | -34.5% |
| 1Y | +9.5% | +4.8% | +4.7% | -37.8% |
| All | +9.5% | +4.9% | +4.6% | -37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling