-59.4%
TXG vs JAAA
+26.5%
-85.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.3% | +3.1% |
| 7D | +9.5% | +0.1% | +9.4% | +9.3% |
| 30D | +18.8% | +0.5% | +18.2% | +17.1% |
| 3M | +136.1% | +1.3% | +134.8% | +128.4% |
| 6M | +235.2% | +2.8% | +232.5% | +211.7% |
| YTD | +320.5% | +3.3% | +317.3% | +285.8% |
| 1Y | +425.2% | +4.9% | +420.3% | +361.3% |
| 3Y | +42.9% | +19.0% | +23.9% | +7.9% |
| All | -59.4% | +26.5% | -85.9% | -72.1% |
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