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  • TMUS vs RJF✓SelectedUSD · RJFTMUS vs RJF performance historyLatest closeAs of-3.46%09/04
Stock and ETF performance explorer

TMUS vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-26.5%
RJF return
+7.8%
Excess return
-34.3%
Maximum drawdown
-32.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
1D-3.5%-1.6%-1.9%-3.4%
7D+0.1%-0.6%+0.7%+0.1%
30D+5.3%-1.3%+6.5%+5.2%
3M+3.1%+18.9%-15.7%+4.2%
6M-16.5%+15.0%-31.5%-15.8%
YTD-9.2%+12.2%-21.4%-8.6%
1Y-26.5%+5.6%-32.1%-25.9%
All-26.5%+7.8%-34.3%-25.9%

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 1y: 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…

1y analysis · Full analysis span regression · 6 months rolling