+121.3%
TD vs RJF
+71.0%
+50.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -1.9% | -0.3% | -1.6% | -1.9% |
| 30D | -1.6% | -2.0% | +0.4% | -1.2% |
| 3M | +4.6% | +16.3% | -11.7% | +1.0% |
| 6M | +26.8% | +16.9% | +9.9% | +22.1% |
| YTD | +28.3% | +10.4% | +17.9% | +24.8% |
| 1Y | +60.4% | +7.4% | +53.0% | +56.9% |
| All | +121.3% | +71.0% | +50.3% | +83.7% |
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