+5,975.1%
TGT vs RJF
+49,058.2%
-43,083.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.0% |
| 7D | -3.6% | -0.3% | -3.3% | -3.5% |
| 30D | +4.4% | -2.0% | +6.4% | +5.0% |
| 3M | +25.4% | +16.3% | +9.0% | +19.1% |
| 6M | +33.4% | +16.9% | +16.5% | +26.2% |
| YTD | +65.6% | +10.4% | +55.1% | +59.3% |
| 1Y | +80.3% | +7.4% | +72.9% | +74.7% |
| 3Y | +42.1% | +72.2% | -30.1% | +17.3% |
| 5Y | -25.0% | +105.1% | -130.1% | -42.0% |
| 10Y | +208.2% | +430.9% | -222.7% | +67.6% |
| All | +5,975.1% | +49,058.2% | -43,083.2% | +731.5% |
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