+668.9%
TEL vs RJF
+1,000.6%
-331.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | +0.1% |
| 7D | +1.2% | -0.3% | +1.5% | +1.4% |
| 30D | -4.1% | -2.0% | -2.1% | -3.3% |
| 3M | -2.6% | +16.3% | -18.9% | -9.5% |
| 6M | 0.0% | +16.9% | -16.9% | -7.3% |
| YTD | -9.1% | +10.4% | -19.5% | -13.8% |
| 1Y | -0.8% | +7.4% | -8.2% | -4.9% |
| 3Y | +67.4% | +72.2% | -4.9% | +27.0% |
| 5Y | +51.8% | +105.1% | -53.4% | +4.5% |
| 10Y | +299.4% | +430.9% | -131.5% | +71.3% |
| All | +668.9% | +1,000.6% | -331.7% | +97.6% |
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 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