+66.3%
TPG vs RJF
+68.7%
-2.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.1% |
| 7D | -11.8% | -4.2% | -7.6% | -8.6% |
| 30D | -6.3% | -3.6% | -2.6% | -3.4% |
| 3M | +13.6% | +15.6% | -2.1% | +0.4% |
| 6M | +13.8% | +17.6% | -3.8% | -0.9% |
| YTD | -23.7% | +9.2% | -32.9% | -29.4% |
| 1Y | -18.2% | +5.5% | -23.7% | -22.0% |
| 3Y | +80.1% | +70.3% | +9.8% | +20.0% |
| All | +66.3% | +68.7% | -2.4% | +7.5% |
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