+595.8%
TPR vs JAAA
+29.3%
+566.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.2% |
| 7D | -2.3% | +0.2% | -2.5% | -2.8% |
| 30D | -23.0% | +0.5% | -23.5% | -24.2% |
| 3M | -12.5% | +1.3% | -13.7% | -15.8% |
| 6M | -21.4% | +2.7% | -24.1% | -27.4% |
| YTD | -3.5% | +3.2% | -6.7% | -12.2% |
| 1Y | +17.4% | +4.9% | +12.4% | +1.8% |
| 3Y | +291.3% | +19.0% | +272.3% | +165.9% |
| 5Y | +241.9% | +26.8% | +215.1% | +106.2% |
| All | +595.8% | +29.3% | +566.5% | +286.8% |
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 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