-53.1%
TE vs RJF
+209.1%
-262.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +0.2% | -2.7% | +2.9% | +1.5% |
| 30D | -5.9% | -4.3% | -1.7% | -4.0% |
| 3M | -45.6% | +15.7% | -61.3% | -49.6% |
| 6M | -43.4% | +17.8% | -61.2% | -48.2% |
| YTD | -31.0% | +9.2% | -40.2% | -34.6% |
| 1Y | +145.2% | +2.8% | +142.4% | +139.6% |
| 3Y | -24.1% | +69.5% | -93.5% | -36.7% |
| 5Y | -48.1% | +105.9% | -154.1% | -57.5% |
| All | -53.1% | +209.1% | -262.2% | -61.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling