+48.0%
TMUS vs RJF
+80.1%
-32.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.1% | +1.1% | +3.4% |
| 7D | +5.3% | +3.4% | +2.0% | +4.6% |
| 30D | +13.5% | +5.9% | +7.6% | +12.0% |
| 3M | -4.2% | -4.6% | +0.4% | -3.3% |
| 6M | -11.9% | +9.5% | -21.4% | -13.7% |
| YTD | -15.6% | +6.0% | -21.5% | -17.2% |
| 1Y | -16.8% | +4.3% | -21.1% | -18.2% |
| 3Y | +20.8% | +76.6% | -55.8% | +0.7% |
| 5Y | +48.0% | +80.6% | -32.5% | +19.7% |
| All | +48.0% | +80.1% | -32.1% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling