-5.3%
TSN vs JAAA
+4.9%
-10.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.8% |
| 7D | -6.3% | +0.2% | -6.5% | -6.6% |
| 30D | -10.8% | +0.5% | -11.3% | -11.6% |
| 3M | -8.8% | +1.3% | -10.0% | -10.6% |
| 6M | -16.8% | +2.7% | -19.5% | -19.0% |
| YTD | -10.0% | +3.2% | -13.2% | -13.4% |
| 1Y | -5.3% | +4.9% | -10.2% | -9.5% |
| All | -5.3% | +4.9% | -10.1% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling