+989.7%
TSEM vs JAAA
+29.4%
+960.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.5% |
| 7D | -4.9% | +0.1% | -4.9% | -5.1% |
| 30D | -18.7% | +0.5% | -19.3% | -19.8% |
| 3M | -18.1% | +1.3% | -19.4% | -20.6% |
| 6M | +77.1% | +2.8% | +74.3% | +65.7% |
| YTD | +80.1% | +3.3% | +76.9% | +67.1% |
| 1Y | +220.4% | +4.9% | +215.5% | +188.4% |
| 3Y | +650.1% | +19.0% | +631.1% | +521.9% |
| 5Y | +628.9% | +26.9% | +602.0% | +488.8% |
| All | +989.7% | +29.4% | +960.4% | +740.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling