+145.0%
TT vs JAAA
+26.4%
+118.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.6% | +0.1% | +1.5% | +1.4% |
| 30D | -7.3% | +0.5% | -7.8% | -7.8% |
| 3M | -2.6% | +1.2% | -3.8% | -4.0% |
| 6M | +5.9% | +2.8% | +3.0% | +2.3% |
| YTD | +15.4% | +3.2% | +12.2% | +11.1% |
| 1Y | +8.2% | +4.8% | +3.4% | +2.4% |
| 3Y | +122.7% | +19.0% | +103.7% | +102.7% |
| 5Y | +145.0% | +26.8% | +118.1% | +122.9% |
| All | +145.0% | +26.4% | +118.6% | +122.9% |
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 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