+124.2%
TXT vs JAAA
+29.3%
+94.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -4.8% | +0.2% | -5.0% | -5.1% |
| 30D | -10.6% | +0.5% | -11.1% | -11.5% |
| 3M | -13.2% | +1.3% | -14.4% | -15.2% |
| 6M | -20.3% | +2.7% | -23.0% | -24.1% |
| YTD | -9.3% | +3.2% | -12.4% | -14.3% |
| 1Y | -2.7% | +4.9% | -7.6% | -10.8% |
| 3Y | +1.4% | +19.0% | -17.6% | -17.9% |
| 5Y | +9.6% | +26.8% | -17.3% | -16.7% |
| All | +124.2% | +29.3% | +94.9% | +51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling