+43.1%
TSN vs JAAA
+18.5%
+24.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.8% |
| 7D | -1.4% | +0.1% | -1.5% | -1.6% |
| 30D | +8.5% | +0.4% | +8.1% | +7.9% |
| 3M | +5.3% | +1.2% | +4.1% | +3.8% |
| 6M | -10.5% | +2.3% | -12.8% | -12.8% |
| YTD | +3.0% | +4.0% | -1.0% | -1.3% |
| 1Y | +12.1% | +4.8% | +7.3% | +6.5% |
| 3Y | +43.1% | +18.4% | +24.7% | +40.9% |
| All | +43.1% | +18.5% | +24.6% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling