-18.9%
TSN vs JAAA
+26.8%
-45.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | -7.3% | +0.1% | -7.4% | -7.3% |
| 30D | -8.6% | +0.5% | -9.1% | -8.9% |
| 3M | -7.5% | +1.2% | -8.8% | -8.1% |
| 6M | -14.1% | +2.7% | -16.9% | -15.3% |
| YTD | -9.4% | +3.2% | -12.6% | -10.9% |
| 1Y | -4.1% | +4.8% | -8.9% | -6.4% |
| 3Y | +10.3% | +19.0% | -8.7% | +3.4% |
| All | -18.9% | +26.8% | -45.7% | -26.5% |
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 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