+7.8%
TSN vs JAAA
+29.3%
-21.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -5.0% | +0.1% | -5.1% | -5.1% |
| 30D | -9.1% | +0.5% | -9.5% | -9.3% |
| 3M | -7.4% | +1.2% | -8.6% | -8.1% |
| 6M | -13.4% | +2.8% | -16.2% | -14.8% |
| YTD | -8.5% | +3.2% | -11.7% | -10.2% |
| 1Y | -3.2% | +4.8% | -8.0% | -5.8% |
| 3Y | +11.5% | +19.0% | -7.5% | +2.6% |
| 5Y | -19.5% | +26.8% | -46.3% | -28.3% |
| All | +7.8% | +29.3% | -21.5% | -8.5% |
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 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