+64.2%
T vs RJF
+106.2%
-42.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.1% | -1.7% |
| 7D | -3.1% | -0.3% | -2.8% | -3.0% |
| 30D | +4.6% | -2.0% | +6.6% | +4.9% |
| 3M | +12.2% | +16.3% | -4.1% | +9.8% |
| 6M | -6.5% | +16.9% | -23.4% | -8.7% |
| YTD | +4.9% | +10.4% | -5.5% | +3.0% |
| 1Y | -10.5% | +7.4% | -17.9% | -11.8% |
| 3Y | +104.6% | +72.2% | +32.4% | +80.4% |
| 5Y | +64.2% | +105.1% | -40.9% | +34.4% |
| All | +64.2% | +106.2% | -42.0% | +34.4% |
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