+125.1%
TLT vs RJF
+2,899.4%
-2,774.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.3% |
| 7D | -3.1% | +3.6% | -6.7% | -2.7% |
| 30D | +1.0% | +7.2% | -6.2% | +2.0% |
| 3M | -2.7% | -6.5% | +3.8% | -3.5% |
| 6M | -4.1% | +10.3% | -14.5% | -2.8% |
| YTD | -5.4% | +6.5% | -11.9% | -4.3% |
| 1Y | -7.0% | +6.1% | -13.1% | -6.0% |
| 3Y | +2.8% | +74.9% | -72.0% | +11.8% |
| 5Y | -35.4% | +81.3% | -116.7% | -28.4% |
| 10Y | -13.1% | +332.3% | -345.4% | +13.2% |
| All | +125.1% | +2,899.4% | -2,774.3% | +313.1% |
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 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