+75.7%
TFC vs RJF
+326.9%
-251.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.6% |
| 7D | +2.3% | +3.6% | -1.3% | -0.5% |
| 30D | +10.8% | +7.2% | +3.6% | +4.9% |
| 3M | -3.8% | -6.5% | +2.7% | +1.1% |
| 6M | +9.6% | +10.3% | -0.7% | +0.7% |
| YTD | +5.8% | +6.5% | -0.7% | -1.3% |
| 1Y | +16.2% | +6.1% | +10.0% | +8.5% |
| 3Y | +96.0% | +74.9% | +21.1% | +20.0% |
| 5Y | +1.7% | +81.3% | -79.6% | -40.9% |
| All | +75.7% | +326.9% | -251.3% | -47.9% |
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