-0.9%
TLT vs RJF
+71.0%
-71.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | 0.0% | -2.0% | +2.0% | 0.0% |
| 3M | -2.9% | +16.3% | -19.2% | -2.9% |
| 6M | -6.3% | +16.9% | -23.2% | -6.3% |
| YTD | -3.3% | +10.4% | -13.8% | -3.4% |
| 1Y | -4.2% | +7.4% | -11.6% | -4.3% |
| All | -0.9% | +71.0% | -71.9% | -6.1% |
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