-12.2%
TLT vs RJF
+323.5%
-335.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -2.7% | +1.5% | -4.2% | -2.5% |
| 30D | +2.2% | +6.7% | -4.6% | +3.1% |
| 3M | -1.7% | -7.3% | +5.6% | -2.7% |
| 6M | -4.0% | +9.8% | -13.7% | -2.6% |
| YTD | -4.9% | +5.6% | -10.6% | -3.9% |
| 1Y | -7.4% | +2.3% | -9.6% | -6.8% |
| 3Y | +3.0% | +73.6% | -70.5% | +13.8% |
| 5Y | -35.1% | +79.9% | -115.0% | -26.4% |
| All | -12.2% | +323.5% | -335.7% | +26.0% |
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