+9.2%
TT vs JAAA
+4.9%
+4.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.2% |
| 7D | -0.2% | +0.2% | -0.4% | -1.0% |
| 30D | -7.4% | +0.5% | -7.9% | -9.7% |
| 3M | -3.2% | +1.3% | -4.5% | -9.0% |
| 6M | +1.1% | +2.7% | -1.5% | -11.0% |
| YTD | +15.6% | +3.2% | +12.4% | -0.4% |
| 1Y | +9.2% | +4.9% | +4.2% | -12.7% |
| All | +9.2% | +4.9% | +4.3% | -12.7% |
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