+1,077.0%
TER vs RJF
+334.0%
+743.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.6% | +8.9% | +8.6% |
| 7D | +5.9% | -0.9% | +6.8% | +6.8% |
| 30D | -30.8% | +5.3% | -36.1% | -33.0% |
| 3M | -29.9% | -6.8% | -23.1% | -27.5% |
| 6M | -27.5% | +11.4% | -38.9% | -33.5% |
| YTD | +37.5% | +5.5% | +31.9% | +30.4% |
| 1Y | +50.3% | +3.7% | +46.6% | +44.3% |
| 3Y | +204.9% | +73.4% | +131.5% | +112.0% |
| 5Y | +89.2% | +78.3% | +10.8% | +27.3% |
| 10Y | +1,077.0% | +328.4% | +748.5% | +397.6% |
| All | +1,077.0% | +334.0% | +743.0% | +397.6% |
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 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