+148.6%
TE vs RJF
+7.8%
+140.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +2.0% |
| 7D | -4.0% | -0.6% | -3.4% | -3.7% |
| 30D | -15.9% | -1.3% | -14.7% | -15.5% |
| 3M | -60.5% | +18.9% | -79.4% | -64.5% |
| 6M | -35.2% | +15.0% | -50.2% | -39.8% |
| YTD | -31.1% | +12.2% | -43.3% | -36.3% |
| 1Y | +148.6% | +5.6% | +143.0% | +121.0% |
| All | +148.6% | +7.8% | +140.8% | +121.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling