-33.8%
TRU vs JAAA
+26.5%
-60.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.7% |
| 7D | -2.7% | +0.1% | -2.8% | -3.0% |
| 30D | -2.0% | +0.5% | -2.6% | -3.7% |
| 3M | +18.4% | +1.3% | +17.2% | +13.7% |
| 6M | +8.9% | +2.8% | +6.1% | -0.3% |
| YTD | -8.9% | +3.3% | -12.2% | -17.9% |
| 1Y | -15.9% | +4.9% | -20.8% | -27.9% |
| 3Y | -1.1% | +19.0% | -20.1% | -28.3% |
| All | -33.8% | +26.5% | -60.3% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling