-48.5%
TE vs RJF
+214.6%
-263.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.0% | +11.0% | +10.5% |
| 7D | +18.2% | +1.8% | +16.5% | +17.2% |
| 30D | -13.5% | 0.0% | -13.5% | -13.6% |
| 3M | -44.6% | +18.0% | -62.5% | -49.2% |
| 6M | -24.7% | +17.0% | -41.7% | -31.0% |
| YTD | -24.3% | +11.1% | -35.4% | -28.8% |
| 1Y | +155.6% | +8.0% | +147.6% | +143.8% |
| 3Y | -18.3% | +73.3% | -91.5% | -32.5% |
| 5Y | -41.3% | +107.4% | -148.7% | -52.2% |
| All | -48.5% | +214.6% | -263.1% | -58.3% |
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