+31.2%
TRI vs JAAA
+29.3%
+1.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -14.4% | +0.1% | -14.4% | -14.4% |
| 30D | -8.1% | +0.4% | -8.5% | -8.4% |
| 3M | +17.5% | +1.2% | +16.3% | +16.6% |
| 6M | -5.0% | +2.7% | -7.6% | -6.5% |
| YTD | -24.7% | +3.2% | -27.9% | -26.1% |
| 1Y | -41.5% | +4.8% | -46.3% | -43.0% |
| 3Y | -20.3% | +19.0% | -39.3% | -21.0% |
| 5Y | -10.9% | +26.8% | -37.7% | -10.0% |
| All | +31.2% | +29.3% | +1.9% | +28.6% |
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