+8,162.8%
TD vs RJF
+8,180.2%
-17.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | -3.1% | -0.9% | -2.1% | -2.7% |
| 30D | +6.7% | +5.3% | +1.3% | +4.7% |
| 3M | +3.1% | -6.8% | +10.0% | +5.6% |
| 6M | +17.6% | +11.4% | +6.2% | +12.9% |
| YTD | +34.8% | +5.5% | +29.2% | +31.2% |
| 1Y | +55.6% | +3.7% | +51.9% | +52.3% |
| 3Y | +133.1% | +73.4% | +59.7% | +86.3% |
| 5Y | +104.7% | +78.3% | +26.3% | +59.2% |
| 10Y | +303.6% | +328.4% | -24.9% | +124.9% |
| All | +8,162.8% | +8,180.2% | -17.4% | +1,361.1% |
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