+76.5%
TXN vs JAAA
+19.0%
+57.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.4% |
| 7D | +4.0% | +0.1% | +3.9% | +3.5% |
| 30D | -2.9% | +0.5% | -3.4% | -5.6% |
| 3M | -9.1% | +1.3% | -10.4% | -15.3% |
| 6M | +36.6% | +2.8% | +33.8% | +17.3% |
| YTD | +57.5% | +3.3% | +54.2% | +31.9% |
| 1Y | +49.5% | +4.9% | +44.6% | +14.6% |
| 3Y | +76.5% | +19.0% | +57.6% | +21.3% |
| All | +76.5% | +19.0% | +57.6% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling