-11.8%
TYL vs JAAA
+29.3%
-41.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | -7.6% | +0.1% | -7.7% | -7.7% |
| 30D | +11.3% | +0.5% | +10.9% | +10.8% |
| 3M | +14.5% | +1.2% | +13.3% | +13.0% |
| 6M | -7.1% | +2.8% | -10.0% | -10.0% |
| YTD | -23.4% | +3.2% | -26.6% | -26.0% |
| 1Y | -38.6% | +4.8% | -43.4% | -41.8% |
| 3Y | -11.3% | +19.0% | -30.3% | -25.2% |
| 5Y | -28.0% | +26.8% | -54.8% | -44.4% |
| All | -11.8% | +29.3% | -41.0% | -34.2% |
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