+1,972.6%
TRGP vs JAAA
+29.3%
+1,943.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -0.6% | +0.1% | -0.7% | -0.8% |
| 30D | +14.6% | +0.5% | +14.1% | +13.6% |
| 3M | +11.9% | +1.2% | +10.7% | +9.4% |
| 6M | +25.3% | +2.8% | +22.4% | +18.6% |
| YTD | +61.9% | +3.2% | +58.7% | +52.2% |
| 1Y | +87.3% | +4.8% | +82.4% | +70.8% |
| 3Y | +268.0% | +19.0% | +249.0% | +206.1% |
| 5Y | +638.2% | +26.8% | +611.4% | +488.1% |
| All | +1,972.6% | +29.3% | +1,943.3% | +1,328.1% |
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