+14.5%
TFC vs RJF
+106.2%
-91.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.4% |
| 7D | -1.3% | -0.3% | -1.0% | -1.1% |
| 30D | -2.3% | -2.0% | -0.3% | -1.0% |
| 3M | +2.5% | +16.3% | -13.9% | -8.4% |
| 6M | +9.5% | +16.9% | -7.4% | -2.9% |
| YTD | +5.1% | +10.4% | -5.4% | -3.7% |
| 1Y | +15.5% | +7.4% | +8.1% | +7.6% |
| 3Y | +95.2% | +72.2% | +22.9% | +25.0% |
| 5Y | +14.5% | +105.1% | -90.6% | -38.3% |
| All | +14.5% | +106.2% | -91.7% | -38.3% |
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