+55.9%
TD vs RJF
+5.4%
+50.5%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.4% |
| 7D | -3.2% | +2.2% | -5.4% | -3.7% |
| 30D | +4.9% | +3.4% | +1.5% | +4.0% |
| 3M | +2.3% | -8.7% | +11.0% | +4.5% |
| 6M | +17.8% | +4.1% | +13.7% | +17.1% |
| YTD | +33.5% | +3.7% | +29.8% | +31.0% |
| 1Y | +55.9% | +4.4% | +51.5% | +52.6% |
| All | +55.9% | +5.4% | +50.5% | +52.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling