+1,851.5%
TCOM vs RJF
+2,074.7%
-223.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.9% |
| 7D | -7.6% | +1.8% | -9.4% | -8.4% |
| 30D | -12.2% | 0.0% | -12.2% | -12.4% |
| 3M | -14.2% | +18.0% | -32.2% | -20.4% |
| 6M | -25.0% | +17.0% | -42.0% | -30.3% |
| YTD | -43.7% | +11.1% | -54.8% | -46.9% |
| 1Y | -44.5% | +8.0% | -52.5% | -47.1% |
| 3Y | +13.4% | +73.3% | -59.9% | -15.0% |
| 5Y | +26.5% | +107.4% | -81.0% | -13.9% |
| 10Y | -10.3% | +428.5% | -438.8% | -62.1% |
| All | +1,851.5% | +2,074.7% | -223.1% | +235.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling