-97.1%
TSLQ vs JAAA
+30.0%
-127.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.3% |
| 7D | +5.7% | +0.1% | +5.6% | +6.1% |
| 30D | -21.1% | +0.4% | -21.5% | -19.1% |
| 3M | -11.5% | +1.2% | -12.7% | -5.4% |
| 6M | -14.9% | +2.7% | -17.6% | -1.3% |
| YTD | +2.4% | +3.2% | -0.8% | +22.1% |
| 1Y | -49.8% | +4.8% | -54.6% | -34.9% |
| 3Y | -95.8% | +19.0% | -114.8% | -94.5% |
| All | -97.1% | +30.0% | -127.1% | -96.6% |
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 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