-86.5%
TMF vs RJF
+428.9%
-515.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.5% |
| 7D | +1.0% | +1.8% | -0.8% | +1.7% |
| 30D | -1.8% | 0.0% | -1.8% | -1.8% |
| 3M | -8.2% | +18.0% | -26.2% | -1.5% |
| 6M | -19.5% | +17.0% | -36.5% | -13.9% |
| YTD | -16.0% | +11.1% | -27.1% | -11.7% |
| 1Y | -22.5% | +8.0% | -30.5% | -19.4% |
| 3Y | -42.3% | +73.3% | -115.6% | -24.1% |
| 5Y | -87.7% | +107.4% | -195.1% | -80.9% |
| 10Y | -86.5% | +428.5% | -515.0% | -49.0% |
| All | -86.5% | +428.9% | -515.4% | -49.0% |
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