+154.4%
TRV vs JAAA
+26.4%
+128.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.6% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | -1.8% | +0.4% | -2.2% | -2.2% |
| 3M | +21.6% | +1.2% | +20.4% | +20.4% |
| 6M | +22.5% | +2.7% | +19.8% | +19.9% |
| YTD | +28.1% | +3.2% | +25.0% | +24.9% |
| 1Y | +37.0% | +4.8% | +32.2% | +31.9% |
| 3Y | +141.9% | +19.0% | +122.9% | +127.9% |
| All | +154.4% | +26.4% | +128.0% | +146.1% |
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