+12,759.1%
TDG vs RJF
+1,111.5%
+11,647.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | -2.4% | -0.3% | -2.2% | -2.4% |
| 30D | -8.0% | -2.0% | -6.0% | -7.3% |
| 3M | -10.5% | +16.3% | -26.8% | -15.7% |
| 6M | -11.9% | +16.9% | -28.8% | -17.4% |
| YTD | -15.4% | +10.4% | -25.8% | -19.2% |
| 1Y | -14.2% | +7.4% | -21.6% | -17.5% |
| 3Y | +51.0% | +72.2% | -21.2% | +18.7% |
| 5Y | +126.5% | +105.1% | +21.4% | +65.0% |
| 10Y | +535.6% | +430.9% | +104.6% | +221.5% |
| All | +12,759.1% | +1,111.5% | +11,647.6% | +3,825.7% |
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 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