+1,032.5%
TSEM vs JAAA
+29.3%
+1,003.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +10.4% | +0.1% | +10.3% | +10.2% |
| 30D | -12.9% | +0.5% | -13.4% | -13.9% |
| 3M | -9.2% | +1.2% | -10.4% | -11.8% |
| 6M | +98.8% | +2.8% | +95.9% | +85.8% |
| YTD | +87.2% | +3.2% | +84.0% | +74.0% |
| 1Y | +239.0% | +4.8% | +234.1% | +205.7% |
| 3Y | +679.5% | +19.0% | +660.5% | +547.4% |
| 5Y | +667.3% | +26.8% | +640.4% | +520.8% |
| All | +1,032.5% | +29.3% | +1,003.2% | +775.6% |
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