-25.4%
TMUS vs RJF
+7.7%
-33.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.4% |
| 7D | -5.3% | -0.3% | -5.0% | -5.3% |
| 30D | +0.1% | -2.0% | +2.1% | +0.1% |
| 3M | -0.6% | +16.3% | -16.9% | +0.4% |
| 6M | -17.5% | +16.9% | -34.5% | -16.7% |
| YTD | -11.3% | +10.4% | -21.7% | -10.8% |
| 1Y | -25.4% | +7.4% | -32.8% | -25.0% |
| All | -25.4% | +7.7% | -33.1% | -25.0% |
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