+267.8%
TRV vs JAAA
+29.3%
+238.5%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | -2.3% | +0.5% | -2.8% | -2.7% |
| 3M | +22.7% | +1.2% | +21.4% | +21.5% |
| 6M | +21.9% | +2.7% | +19.2% | +19.4% |
| YTD | +27.5% | +3.2% | +24.3% | +24.4% |
| 1Y | +36.2% | +4.8% | +31.4% | +31.3% |
| 3Y | +140.6% | +19.0% | +121.6% | +125.8% |
| 5Y | +154.5% | +26.8% | +127.7% | +139.2% |
| All | +267.8% | +29.3% | +238.5% | +237.9% |
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 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