+1.9%
TYL vs JAAA
+18.6%
-16.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +6.7% | +0.2% | +6.5% | +6.4% |
| 30D | +26.5% | +0.4% | +26.1% | +25.6% |
| 3M | +37.3% | +1.2% | +36.1% | +34.5% |
| 6M | +31.2% | +2.3% | +28.8% | +26.2% |
| YTD | -7.4% | +3.9% | -11.2% | -13.1% |
| 1Y | -9.6% | +4.8% | -14.4% | -16.7% |
| 3Y | +1.9% | +18.5% | -16.6% | -4.1% |
| All | +1.9% | +18.6% | -16.7% | -4.1% |
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