+15.1%
TEAM vs RJF
+7.8%
+7.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -5.0% | -1.6% |
| 7D | -13.7% | +7.2% | -20.9% | -15.1% |
| 30D | -3.4% | +4.9% | -8.3% | -4.5% |
| 3M | +72.1% | -5.5% | +77.7% | +74.8% |
| 6M | +103.8% | +8.0% | +95.9% | +98.8% |
| YTD | +17.1% | +6.2% | +10.9% | +12.7% |
| 1Y | +15.1% | +7.8% | +7.3% | +9.8% |
| All | +15.1% | +7.8% | +7.3% | +9.8% |
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