+43.0%
TMUS vs RJF
+105.7%
-62.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -0.3% | +1.8% | -2.0% | -0.6% |
| 30D | +3.1% | 0.0% | +3.1% | +3.1% |
| 3M | +2.4% | +18.0% | -15.6% | -1.2% |
| 6M | -17.1% | +17.0% | -34.0% | -20.1% |
| YTD | -9.1% | +11.1% | -20.2% | -11.7% |
| 1Y | -23.6% | +8.0% | -31.6% | -25.4% |
| 3Y | +38.8% | +73.3% | -34.4% | +16.8% |
| 5Y | +43.0% | +107.4% | -64.5% | +10.9% |
| All | +43.0% | +105.7% | -62.8% | +10.9% |
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 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