+203.6%
TGT vs RJF
+429.3%
-225.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -5.2% | -2.7% | -2.5% | -4.3% |
| 30D | +1.2% | -4.3% | +5.4% | +2.8% |
| 3M | +18.4% | +15.7% | +2.7% | +11.8% |
| 6M | +33.4% | +17.8% | +15.6% | +24.8% |
| YTD | +63.8% | +9.2% | +54.6% | +57.2% |
| 1Y | +77.2% | +2.8% | +74.4% | +73.7% |
| 3Y | +41.8% | +69.5% | -27.7% | +13.7% |
| 5Y | -25.5% | +105.9% | -131.5% | -44.9% |
| All | +203.6% | +429.3% | -225.7% | +62.7% |
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