+320.5%
TMUS vs RJF
+1,061.2%
-740.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -2.9% |
| 7D | +0.1% | -0.6% | +0.7% | +0.3% |
| 30D | +5.3% | -1.3% | +6.5% | +5.7% |
| 3M | +3.1% | +18.9% | -15.7% | -2.9% |
| 6M | -16.5% | +15.0% | -31.5% | -20.8% |
| YTD | -9.2% | +12.2% | -21.4% | -13.6% |
| 1Y | -26.5% | +5.6% | -32.1% | -28.9% |
| 3Y | +39.0% | +74.9% | -35.8% | +10.2% |
| 5Y | +40.4% | +106.6% | -66.3% | +2.2% |
| 10Y | +303.7% | +433.1% | -129.4% | +94.5% |
| All | +320.5% | +1,061.2% | -740.7% | +33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling