+124.3%
TDG vs RJF
+104.0%
+20.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.9% | -2.7% | +0.8% | -0.7% |
| 30D | -7.7% | -4.3% | -3.4% | -5.9% |
| 3M | -9.3% | +15.7% | -25.1% | -15.2% |
| 6M | -9.4% | +17.8% | -27.2% | -16.1% |
| YTD | -14.3% | +9.2% | -23.4% | -18.4% |
| 1Y | -11.8% | +2.8% | -14.6% | -14.0% |
| 3Y | +52.0% | +69.5% | -17.5% | +11.2% |
| All | +124.3% | +104.0% | +20.2% | +44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling