+8.0%
TYL vs JAAA
+30.2%
-22.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | +25.2% | +0.4% | +24.8% | +24.6% |
| 3M | +31.8% | +1.2% | +30.6% | +30.0% |
| 6M | +36.3% | +2.3% | +33.9% | +32.8% |
| YTD | -6.3% | +4.0% | -10.2% | -10.3% |
| 1Y | -9.5% | +4.8% | -14.2% | -14.2% |
| 3Y | +1.6% | +18.5% | -16.9% | -14.1% |
| 5Y | -21.8% | +27.5% | -49.3% | -40.2% |
| All | +8.0% | +30.2% | -22.3% | -20.2% |
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