+256.1%
TPR vs RJF
+73.7%
+182.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.3% |
| 7D | +14.2% | +3.6% | +10.6% | +11.6% |
| 30D | +17.1% | +3.5% | +13.6% | +14.5% |
| 3M | -17.7% | -8.9% | -8.8% | -13.0% |
| 6M | -10.2% | +2.9% | -13.1% | -12.2% |
| YTD | +4.9% | +2.8% | +2.1% | +1.8% |
| 1Y | +36.1% | +2.7% | +33.5% | +32.0% |
| 3Y | +416.5% | +69.3% | +347.2% | +251.6% |
| All | +256.1% | +73.7% | +182.5% | +126.5% |
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 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