-34.9%
TLT vs RJF
+106.2%
-141.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.1% |
| 3M | -2.9% | +16.3% | -19.2% | -2.2% |
| 6M | -6.3% | +16.9% | -23.2% | -5.5% |
| YTD | -3.3% | +10.4% | -13.8% | -2.8% |
| 1Y | -4.2% | +7.4% | -11.6% | -3.8% |
| 3Y | -1.7% | +72.2% | -73.9% | +1.6% |
| 5Y | -34.9% | +105.1% | -140.0% | -29.1% |
| All | -34.9% | +106.2% | -141.1% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling