+668.0%
TSEM vs JAAA
+18.9%
+649.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.6% |
| 7D | +4.7% | +0.1% | +4.6% | +4.0% |
| 30D | -14.2% | +0.5% | -14.7% | -17.0% |
| 3M | -5.0% | +1.2% | -6.3% | -13.3% |
| 6M | +87.6% | +2.7% | +84.8% | +54.7% |
| YTD | +84.4% | +3.2% | +81.2% | +48.1% |
| 1Y | +235.4% | +4.8% | +230.6% | +146.1% |
| All | +668.0% | +18.9% | +649.1% | +433.5% |
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