+850.1%
TRGP vs RJF
+429.3%
+420.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | +0.1% | -2.7% | +2.8% | +1.7% |
| 30D | +8.0% | -4.3% | +12.3% | +10.7% |
| 3M | +8.3% | +15.7% | -7.5% | -2.1% |
| 6M | +23.9% | +17.8% | +6.1% | +10.1% |
| YTD | +59.6% | +9.2% | +50.5% | +47.3% |
| 1Y | +79.4% | +2.8% | +76.7% | +71.7% |
| 3Y | +269.4% | +69.5% | +200.0% | +149.7% |
| 5Y | +641.6% | +105.9% | +535.7% | +321.6% |
| All | +850.1% | +429.3% | +420.9% | +234.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling