-87.4%
TMF vs RJF
+106.8%
-194.2%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +1.9% | +0.2% |
| 7D | -1.4% | -0.6% | -0.8% | -1.5% |
| 30D | -2.8% | -1.3% | -1.6% | -3.0% |
| 3M | -10.9% | +18.9% | -29.8% | -8.8% |
| 6M | -21.3% | +15.0% | -36.4% | -19.8% |
| YTD | -15.9% | +12.2% | -28.1% | -14.4% |
| 1Y | -15.7% | +5.6% | -21.4% | -14.9% |
| 3Y | -43.4% | +74.9% | -118.2% | -37.8% |
| All | -87.4% | +106.8% | -194.2% | -83.9% |
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