+46.6%
TEM vs RJF
+54.2%
-7.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -8.7% | -2.7% | -6.0% | -6.0% |
| 30D | +8.1% | -4.3% | +12.3% | +12.2% |
| 3M | +19.0% | +15.7% | +3.3% | -1.2% |
| 6M | +12.0% | +17.8% | -5.8% | -8.9% |
| YTD | -0.1% | +9.2% | -9.2% | -12.4% |
| 1Y | -33.5% | +2.8% | -36.3% | -37.8% |
| All | +46.6% | +54.2% | -7.6% | +13.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling