-53.1%
TEAM vs RJF
+106.2%
-159.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.4% | +1.1% |
| 7D | -4.7% | -0.3% | -4.4% | -4.4% |
| 30D | +17.0% | -2.0% | +19.1% | +18.5% |
| 3M | +85.9% | +16.3% | +69.6% | +68.7% |
| 6M | +116.7% | +16.9% | +99.7% | +94.2% |
| YTD | +9.6% | +10.4% | -0.8% | +1.0% |
| 1Y | -2.5% | +7.4% | -9.9% | -8.6% |
| 3Y | -14.0% | +72.2% | -86.2% | -44.5% |
| 5Y | -53.1% | +105.1% | -158.2% | -72.6% |
| All | -53.1% | +106.2% | -159.3% | -72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling