+581.7%
TLN vs RJF
+102.2%
+479.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.6% | +5.3% | +4.4% |
| 7D | +7.1% | -0.6% | +7.7% | +7.3% |
| 30D | -3.9% | -1.3% | -2.6% | -3.5% |
| 3M | -16.2% | +18.9% | -35.0% | -22.7% |
| 6M | -5.8% | +15.0% | -20.9% | -11.9% |
| YTD | -15.4% | +12.2% | -27.6% | -20.6% |
| 1Y | -16.7% | +5.6% | -22.3% | -19.7% |
| 3Y | +473.8% | +74.9% | +398.9% | +385.0% |
| All | +581.7% | +102.2% | +479.5% | +466.4% |
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