+317.8%
TMUS vs RJF
+428.4%
-110.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.2% |
| 7D | -5.3% | -0.3% | -5.0% | -5.2% |
| 30D | +0.1% | -2.0% | +2.1% | +0.7% |
| 3M | -0.6% | +16.3% | -16.9% | -4.9% |
| 6M | -17.5% | +16.9% | -34.5% | -21.5% |
| YTD | -11.3% | +10.4% | -21.7% | -14.5% |
| 1Y | -25.4% | +7.4% | -32.8% | -27.7% |
| 3Y | +35.5% | +72.2% | -36.7% | +10.8% |
| 5Y | +41.9% | +105.1% | -63.2% | +7.0% |
| 10Y | +317.8% | +430.9% | -113.1% | +111.5% |
| All | +317.8% | +428.4% | -110.6% | +111.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling