+59.8%
TD vs RJF
+5.1%
+54.7%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -0.5% | -2.7% | +2.2% | +0.1% |
| 30D | -1.9% | -4.3% | +2.4% | -0.9% |
| 3M | +4.8% | +15.7% | -11.0% | +1.4% |
| 6M | +28.0% | +17.8% | +10.2% | +23.1% |
| YTD | +30.3% | +9.2% | +21.1% | +26.5% |
| 1Y | +59.8% | +2.8% | +57.0% | +56.4% |
| All | +59.8% | +5.1% | +54.7% | +56.4% |
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 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