+10.6%
TMO vs RJF
+104.0%
-93.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.6% | -2.7% | +2.1% | +0.3% |
| 30D | +1.1% | -4.3% | +5.4% | +2.5% |
| 3M | +28.3% | +15.7% | +12.6% | +21.8% |
| 6M | +23.3% | +17.8% | +5.5% | +16.2% |
| YTD | +5.5% | +9.2% | -3.7% | +1.7% |
| 1Y | +24.5% | +2.8% | +21.8% | +22.2% |
| 3Y | +19.6% | +69.5% | -49.9% | -3.4% |
| All | +10.6% | +104.0% | -93.4% | -14.8% |
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