+131.2%
TLT vs RJF
+3,060.2%
-2,928.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.7% | 0.0% |
| 7D | -0.4% | -0.6% | +0.2% | -0.5% |
| 30D | -0.6% | -1.3% | +0.7% | -0.7% |
| 3M | -2.7% | +18.9% | -21.6% | -0.5% |
| 6M | -5.6% | +15.0% | -20.7% | -3.8% |
| YTD | -2.8% | +12.2% | -15.0% | -1.1% |
| 1Y | -1.4% | +5.6% | -7.1% | -0.4% |
| 3Y | -1.6% | +74.9% | -76.4% | +7.0% |
| 5Y | -33.8% | +106.6% | -140.5% | -25.4% |
| 10Y | -21.1% | +433.1% | -454.2% | +5.5% |
| All | +131.2% | +3,060.2% | -2,928.9% | +327.0% |
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 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