-68.7%
TMF vs RJF
+1,993.1%
-2,061.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +1.9% | -0.5% |
| 7D | -1.4% | -0.6% | -0.8% | -1.7% |
| 30D | -2.8% | -1.3% | -1.6% | -3.4% |
| 3M | -10.9% | +18.9% | -29.8% | -2.2% |
| 6M | -21.3% | +15.0% | -36.4% | -15.1% |
| YTD | -15.9% | +12.2% | -28.1% | -10.0% |
| 1Y | -15.7% | +5.6% | -21.4% | -12.5% |
| 3Y | -43.4% | +74.9% | -118.2% | -21.0% |
| 5Y | -87.8% | +106.6% | -194.4% | -79.9% |
| 10Y | -86.7% | +433.1% | -519.8% | -46.3% |
| All | -68.7% | +1,993.1% | -2,061.8% | +234.7% |
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