+495.0%
TLN vs RJF
+76.7%
+418.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.7% | +3.2% |
| 7D | +10.9% | +1.8% | +9.2% | +10.0% |
| 30D | -6.3% | 0.0% | -6.3% | -6.4% |
| 3M | -10.7% | +18.0% | -28.7% | -17.7% |
| 6M | +1.6% | +17.0% | -15.3% | -6.1% |
| YTD | -13.1% | +11.1% | -24.2% | -18.3% |
| 1Y | -15.1% | +8.0% | -23.0% | -19.3% |
| 3Y | +495.0% | +73.3% | +421.7% | +401.1% |
| All | +495.0% | +76.7% | +418.3% | +401.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling