+36.3%
TRMB vs JAAA
+18.5%
+17.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.6% |
| 7D | +2.8% | +0.1% | +2.7% | +2.2% |
| 30D | -5.9% | +0.4% | -6.3% | -8.4% |
| 3M | -3.3% | +1.2% | -4.5% | -10.4% |
| 6M | +1.3% | +2.3% | -1.0% | -12.3% |
| YTD | -29.0% | +4.0% | -33.0% | -44.3% |
| 1Y | -27.8% | +4.8% | -32.6% | -46.0% |
| 3Y | +36.3% | +18.4% | +17.9% | -25.3% |
| All | +36.3% | +18.5% | +17.8% | -25.3% |
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