-17.1%
TMUS vs RJF
+4.7%
-21.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.9% |
| 7D | +8.2% | -0.9% | +9.1% | +8.2% |
| 30D | +13.4% | +5.3% | +8.0% | +13.0% |
| 3M | -3.0% | -6.8% | +3.8% | -3.5% |
| 6M | -8.8% | +11.4% | -20.2% | -7.4% |
| YTD | -13.8% | +5.5% | -19.4% | -12.4% |
| 1Y | -17.1% | +3.7% | -20.7% | -16.0% |
| All | -17.1% | +4.7% | -21.8% | -16.0% |
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