-97.2%
TSLQ vs JAAA
+30.0%
-127.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.3% |
| 7D | -8.0% | +0.1% | -8.1% | -7.5% |
| 30D | -23.8% | +0.5% | -24.2% | -21.8% |
| 3M | -7.0% | +1.2% | -8.3% | -0.4% |
| 6M | -17.1% | +2.7% | -19.8% | -3.5% |
| YTD | +0.1% | +3.2% | -3.1% | +19.4% |
| 1Y | -51.2% | +4.8% | -56.0% | -36.8% |
| 3Y | -95.9% | +19.0% | -114.9% | -94.6% |
| All | -97.2% | +30.0% | -127.2% | -96.7% |
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