+70.3%
T vs RJF
+429.3%
-359.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +1.5% | -2.7% | +4.2% | +2.3% |
| 30D | +7.5% | -4.3% | +11.7% | +8.8% |
| 3M | +14.8% | +15.7% | -0.9% | +9.9% |
| 6M | -1.7% | +17.8% | -19.6% | -6.8% |
| YTD | +8.7% | +9.2% | -0.5% | +4.9% |
| 1Y | -7.5% | +2.8% | -10.2% | -9.2% |
| 3Y | +110.2% | +69.5% | +40.8% | +70.9% |
| 5Y | +71.6% | +105.9% | -34.3% | +25.6% |
| All | +70.3% | +429.3% | -359.0% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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