+917.2%
TTMI vs JAAA
+29.4%
+887.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.1% |
| 7D | +0.7% | +0.1% | +0.6% | +0.4% |
| 30D | -8.4% | +0.5% | -9.0% | -10.1% |
| 3M | -32.5% | +1.3% | -33.7% | -35.4% |
| 6M | +32.5% | +2.8% | +29.7% | +20.5% |
| YTD | +83.2% | +3.3% | +80.0% | +64.9% |
| 1Y | +161.7% | +4.9% | +156.7% | +125.4% |
| 3Y | +890.1% | +19.0% | +871.2% | +615.4% |
| 5Y | +832.4% | +26.9% | +805.6% | +513.1% |
| All | +917.2% | +29.4% | +887.8% | +513.0% |
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