+87.9%
TRGP vs RJF
+7.8%
+80.0%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.3% | -8.9% | -4.4% |
| 7D | -6.5% | +7.2% | -13.6% | -6.4% |
| 30D | -0.4% | +4.9% | -5.3% | -0.2% |
| 3M | +8.8% | -5.5% | +14.3% | +9.3% |
| 6M | +11.0% | +8.0% | +3.0% | +10.7% |
| YTD | +57.4% | +6.2% | +51.2% | +55.8% |
| 1Y | +87.9% | +7.8% | +80.1% | +84.1% |
| All | +87.9% | +7.8% | +80.0% | +84.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling