+57.6%
T vs RJF
+80.1%
-22.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.0% | +1.5% |
| 7D | +2.0% | -0.9% | +2.9% | +2.1% |
| 30D | -1.0% | +5.3% | -6.4% | -1.8% |
| 3M | -8.1% | -6.8% | -1.3% | -7.3% |
| 6M | -8.3% | +11.4% | -19.7% | -9.8% |
| YTD | -6.1% | +5.5% | -11.7% | -7.2% |
| 1Y | -7.4% | +3.7% | -11.0% | -8.3% |
| 3Y | +65.4% | +73.4% | -8.0% | +45.4% |
| 5Y | +57.6% | +78.3% | -20.7% | +34.0% |
| All | +57.6% | +80.1% | -22.4% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling