-19.2%
TRI vs JAAA
+19.0%
-38.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.5% |
| 7D | -7.9% | +0.1% | -8.0% | -8.1% |
| 30D | -4.5% | +0.5% | -5.0% | -6.1% |
| 3M | +22.1% | +1.3% | +20.8% | +17.4% |
| 6M | -2.8% | +2.8% | -5.6% | -10.5% |
| YTD | -23.4% | +3.3% | -26.7% | -30.3% |
| 1Y | -41.5% | +4.9% | -46.5% | -49.1% |
| 3Y | -19.2% | +19.0% | -38.2% | -26.9% |
| All | -19.2% | +19.0% | -38.2% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling