-17.3%
TLN vs RJF
+7.8%
-25.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +4.3% | -12.9% | -8.8% |
| 7D | -6.0% | +7.2% | -13.2% | -6.6% |
| 30D | -1.5% | +4.9% | -6.4% | -1.8% |
| 3M | -3.9% | -5.5% | +1.6% | -2.4% |
| 6M | -15.0% | +8.0% | -23.0% | -16.0% |
| YTD | -12.8% | +6.2% | -19.0% | -15.1% |
| 1Y | -17.3% | +7.8% | -25.1% | -20.5% |
| All | -17.3% | +7.8% | -25.1% | -20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling