-10.5%
TEM vs RJF
+7.8%
-18.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.3% | -7.2% | -5.1% |
| 7D | -1.3% | +7.2% | -8.5% | -4.8% |
| 30D | -9.5% | +4.9% | -14.4% | -11.8% |
| 3M | +60.7% | -5.5% | +66.2% | +64.3% |
| 6M | +35.5% | +8.0% | +27.5% | +25.6% |
| YTD | +28.0% | +6.2% | +21.9% | +15.8% |
| 1Y | -10.5% | +7.8% | -18.3% | -20.1% |
| All | -10.5% | +7.8% | -18.3% | -20.1% |
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