+802.8%
TEAM vs RJF
+432.4%
+370.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.1% | -2.0% |
| 7D | -0.4% | -0.6% | +0.2% | -0.2% |
| 30D | +67.3% | -1.3% | +68.5% | +67.8% |
| 3M | +86.8% | +18.9% | +67.9% | +74.6% |
| 6M | +146.8% | +15.0% | +131.8% | +132.6% |
| YTD | +16.9% | +12.2% | +4.7% | +10.9% |
| 1Y | +12.8% | +5.6% | +7.2% | +9.4% |
| 3Y | -7.3% | +74.9% | -82.1% | -26.3% |
| 5Y | -50.7% | +106.6% | -157.4% | -62.5% |
| 10Y | +529.8% | +433.1% | +96.8% | +222.3% |
| All | +802.8% | +432.4% | +370.3% | +441.9% |
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