-26.1%
TMF vs RJF
+74.9%
-101.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | +0.2% |
| 7D | +0.6% | +3.4% | -2.8% | +0.7% |
| 30D | +16.3% | +5.9% | +10.4% | +16.5% |
| 3M | -2.7% | -4.6% | +1.9% | -3.0% |
| 6M | -13.2% | +9.5% | -22.7% | -12.6% |
| YTD | -16.7% | +6.0% | -22.7% | -16.4% |
| 1Y | -22.7% | +4.3% | -27.1% | -22.5% |
| 3Y | -26.1% | +76.6% | -102.7% | -22.6% |
| All | -26.1% | +74.9% | -101.0% | -22.6% |
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