+2,604.8%
TFC vs RJF
+46,927.3%
-44,322.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +0.1% | +1.5% | -1.4% | -0.6% |
| 30D | +8.6% | +6.7% | +1.9% | +5.3% |
| 3M | -4.3% | -7.3% | +3.0% | -0.8% |
| 6M | +5.4% | +9.8% | -4.3% | +0.5% |
| YTD | +4.5% | +5.6% | -1.1% | +1.0% |
| 1Y | +14.0% | +2.3% | +11.7% | +11.8% |
| 3Y | +93.4% | +73.6% | +19.8% | +47.3% |
| 5Y | +0.5% | +79.9% | -79.4% | -24.5% |
| 10Y | +77.7% | +328.8% | -251.1% | -7.2% |
| All | +2,604.8% | +46,927.3% | -44,322.6% | +349.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling