+239.1%
TPR vs RJF
+105.7%
+133.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.8% | -3.1% |
| 7D | -3.4% | +1.8% | -5.1% | -4.5% |
| 30D | -27.3% | 0.0% | -27.3% | -27.4% |
| 3M | -16.2% | +18.0% | -34.2% | -24.7% |
| 6M | -17.9% | +17.0% | -34.9% | -25.9% |
| YTD | -7.1% | +11.1% | -18.2% | -14.0% |
| 1Y | +13.6% | +8.0% | +5.7% | +6.8% |
| 3Y | +293.7% | +73.3% | +220.5% | +164.9% |
| 5Y | +239.1% | +107.4% | +131.7% | +92.0% |
| All | +239.1% | +105.7% | +133.4% | +92.0% |
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