+104.7%
TNA vs RJF
+69.0%
+35.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -7.3% | -2.7% | -4.6% | -3.5% |
| 30D | -14.2% | -4.3% | -9.9% | -8.9% |
| 3M | -4.6% | +15.7% | -20.3% | -24.6% |
| 6M | +36.9% | +17.8% | +19.1% | +4.7% |
| YTD | +42.5% | +9.2% | +33.4% | +20.6% |
| 1Y | +45.8% | +2.8% | +43.0% | +36.5% |
| 3Y | +104.7% | +69.5% | +35.2% | -9.6% |
| All | +104.7% | +69.0% | +35.6% | -9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling