+79.3%
TW vs JAAA
+29.4%
+49.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -4.5% | +0.1% | -4.6% | -4.5% |
| 30D | -2.3% | +0.5% | -2.8% | -2.7% |
| 3M | +2.6% | +1.3% | +1.3% | +1.5% |
| 6M | -17.5% | +2.8% | -20.3% | -19.5% |
| YTD | -5.3% | +3.3% | -8.6% | -7.9% |
| 1Y | -14.8% | +4.9% | -19.7% | -18.3% |
| 3Y | +18.8% | +19.0% | -0.1% | +6.4% |
| 5Y | +20.7% | +26.9% | -6.2% | +3.7% |
| All | +79.3% | +29.4% | +49.9% | +45.3% |
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