+9.4%
TCOM vs RJF
+71.0%
-61.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.1% |
| 7D | -10.2% | -0.3% | -9.9% | -10.2% |
| 30D | -16.8% | -2.0% | -14.8% | -16.5% |
| 3M | -16.7% | +16.3% | -33.0% | -19.5% |
| 6M | -27.1% | +16.9% | -44.0% | -29.8% |
| YTD | -45.5% | +10.4% | -55.9% | -47.1% |
| 1Y | -45.9% | +7.4% | -53.3% | -47.1% |
| All | +9.4% | +71.0% | -61.5% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling