+47.5%
TDY vs RJF
+69.0%
-21.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.2% |
| 7D | -1.1% | -2.7% | +1.6% | -0.1% |
| 30D | -12.0% | -4.3% | -7.8% | -10.7% |
| 3M | -3.2% | +15.7% | -18.9% | -8.6% |
| 6M | -7.9% | +17.8% | -25.7% | -13.8% |
| YTD | +18.2% | +9.2% | +9.0% | +13.3% |
| 1Y | +6.7% | +2.8% | +3.9% | +4.6% |
| 3Y | +47.5% | +69.5% | -21.9% | +18.0% |
| All | +47.5% | +69.0% | -21.5% | +18.0% |
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