-2.7%
TXT vs JAAA
+4.9%
-7.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.6% |
| 7D | -4.8% | +0.2% | -5.0% | -5.2% |
| 30D | -10.6% | +0.5% | -11.1% | -11.9% |
| 3M | -13.2% | +1.3% | -14.4% | -16.0% |
| 6M | -20.3% | +2.7% | -23.0% | -24.9% |
| YTD | -9.3% | +3.2% | -12.4% | -14.2% |
| 1Y | -2.7% | +4.9% | -7.6% | -9.9% |
| All | -2.7% | +4.9% | -7.6% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling