+270.9%
TRGP vs RJF
+71.0%
+199.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | -0.7% | -0.3% | -0.4% | -0.6% |
| 30D | +9.5% | -2.0% | +11.5% | +10.2% |
| 3M | +10.8% | +16.3% | -5.5% | +3.2% |
| 6M | +25.3% | +16.9% | +8.4% | +15.9% |
| YTD | +60.3% | +10.4% | +49.8% | +51.0% |
| 1Y | +84.6% | +7.4% | +77.1% | +76.1% |
| All | +270.9% | +71.0% | +199.9% | +187.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling