+290.8%
TMUS vs RJF
+996.6%
-705.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.1% | +1.1% | +3.1% |
| 7D | +5.3% | +3.4% | +2.0% | +4.2% |
| 30D | +13.5% | +5.9% | +7.6% | +11.3% |
| 3M | -4.2% | -4.6% | +0.4% | -2.8% |
| 6M | -11.9% | +9.5% | -21.4% | -14.8% |
| YTD | -15.6% | +6.0% | -21.5% | -18.2% |
| 1Y | -16.8% | +4.3% | -21.1% | -19.1% |
| 3Y | +20.8% | +76.6% | -55.8% | -4.5% |
| 5Y | +48.0% | +80.6% | -32.5% | +13.1% |
| 10Y | +234.7% | +346.5% | -111.8% | +71.8% |
| All | +290.8% | +996.6% | -705.8% | +26.7% |
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 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