+8,131.0%
TMO vs RJF
+49,058.3%
-40,927.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.6% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | +1.0% | -2.0% | +3.0% | +1.5% |
| 3M | +22.7% | +16.3% | +6.4% | +17.2% |
| 6M | +19.0% | +16.9% | +2.1% | +13.4% |
| YTD | +4.7% | +10.4% | -5.7% | +1.2% |
| 1Y | +26.0% | +7.4% | +18.6% | +22.5% |
| 3Y | +18.0% | +72.2% | -54.2% | -1.0% |
| 5Y | +8.0% | +105.1% | -97.1% | -15.2% |
| 10Y | +333.8% | +430.9% | -97.2% | +145.0% |
| All | +8,131.0% | +49,058.3% | -40,927.3% | +1,339.1% |
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