-7.6%
TYL vs JAAA
+29.3%
-36.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.1% |
| 7D | -3.7% | +0.2% | -3.9% | -3.9% |
| 30D | +18.7% | +0.5% | +18.2% | +18.0% |
| 3M | +18.1% | +1.3% | +16.9% | +16.5% |
| 6M | -1.1% | +2.7% | -3.8% | -4.0% |
| YTD | -19.8% | +3.2% | -23.0% | -22.6% |
| 1Y | -34.3% | +4.9% | -39.2% | -37.9% |
| 3Y | -8.2% | +19.0% | -27.2% | -22.6% |
| 5Y | -25.4% | +26.8% | -52.2% | -42.5% |
| All | -7.6% | +29.3% | -36.9% | -31.2% |
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 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