+33.5%
TRI vs JAAA
+29.4%
+4.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -7.9% | +0.1% | -8.0% | -7.9% |
| 30D | -4.5% | +0.5% | -5.0% | -4.9% |
| 3M | +22.1% | +1.3% | +20.8% | +21.1% |
| 6M | -2.8% | +2.8% | -5.6% | -4.5% |
| YTD | -23.4% | +3.3% | -26.7% | -24.9% |
| 1Y | -41.5% | +4.9% | -46.5% | -43.1% |
| 3Y | -19.2% | +19.0% | -38.2% | -20.0% |
| 5Y | -9.4% | +26.9% | -36.3% | -8.5% |
| All | +33.5% | +29.4% | +4.1% | +30.8% |
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 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