+9.2%
TSN vs JAAA
+29.4%
-20.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +3.0% | +0.1% | +3.0% | +3.0% |
| 30D | -4.2% | +0.5% | -4.7% | -4.5% |
| 3M | -3.9% | +1.3% | -5.2% | -4.6% |
| 6M | -9.8% | +2.8% | -12.6% | -11.3% |
| YTD | -7.3% | +3.3% | -10.5% | -9.0% |
| 1Y | -2.2% | +4.9% | -7.1% | -4.9% |
| 3Y | +11.9% | +19.0% | -7.1% | +3.0% |
| 5Y | -16.9% | +26.9% | -43.8% | -26.0% |
| All | +9.2% | +29.4% | -20.2% | -7.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling