+500.5%
TRGP vs RJF
+81.1%
+419.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | +12.4% | +3.6% | +8.8% | +10.6% |
| 30D | +2.6% | +7.2% | -4.6% | -1.0% |
| 3M | +11.9% | -6.5% | +18.4% | +14.9% |
| 6M | +13.9% | +10.3% | +3.6% | +7.3% |
| YTD | +64.2% | +6.5% | +57.7% | +55.6% |
| 1Y | +78.5% | +6.1% | +72.4% | +69.3% |
| 3Y | +272.9% | +74.9% | +198.0% | +167.5% |
| All | +500.5% | +81.1% | +419.4% | +294.5% |
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