+258.9%
TT vs JAAA
+30.2%
+228.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +0.9% |
| 7D | +3.5% | +0.1% | +3.4% | +3.4% |
| 30D | -11.0% | +0.4% | -11.4% | -11.5% |
| 3M | -12.0% | +1.2% | -13.2% | -13.3% |
| 6M | -10.4% | +2.3% | -12.8% | -12.9% |
| YTD | +9.9% | +4.0% | +6.0% | +4.9% |
| 1Y | +1.5% | +4.8% | -3.3% | -4.0% |
| 3Y | +93.7% | +18.5% | +75.2% | +72.5% |
| 5Y | +139.2% | +27.5% | +111.7% | +109.0% |
| All | +258.9% | +30.2% | +228.6% | +206.6% |
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