+110.4%
TXN vs JAAA
+29.4%
+81.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.7% |
| 7D | +4.0% | +0.1% | +3.9% | +3.8% |
| 30D | -2.9% | +0.5% | -3.4% | -3.9% |
| 3M | -9.1% | +1.3% | -10.4% | -11.3% |
| 6M | +36.6% | +2.8% | +33.8% | +29.4% |
| YTD | +57.5% | +3.3% | +54.2% | +47.9% |
| 1Y | +49.5% | +4.9% | +44.6% | +36.4% |
| 3Y | +76.5% | +19.0% | +57.6% | +47.7% |
| 5Y | +62.4% | +26.9% | +35.5% | +30.0% |
| All | +110.4% | +29.4% | +81.0% | +66.2% |
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