+219.1%
TER vs RJF
+105.7%
+113.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.8% |
| 7D | +11.0% | +1.8% | +9.2% | +9.7% |
| 30D | -1.9% | 0.0% | -1.9% | -2.2% |
| 3M | -0.7% | +18.0% | -18.6% | -11.5% |
| 6M | +36.4% | +17.0% | +19.4% | +22.1% |
| YTD | +92.4% | +11.1% | +81.3% | +77.6% |
| 1Y | +213.5% | +8.0% | +205.6% | +194.4% |
| 3Y | +277.2% | +73.3% | +204.0% | +158.7% |
| 5Y | +219.1% | +107.4% | +111.7% | +97.4% |
| All | +219.1% | +105.7% | +113.4% | +97.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling