+2,207.9%
TRGP vs RJF
+965.1%
+1,242.8%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.4% | +2.0% |
| 7D | -0.6% | +1.8% | -2.4% | -1.6% |
| 30D | +14.6% | 0.0% | +14.6% | +14.3% |
| 3M | +11.9% | +18.0% | -6.0% | +0.8% |
| 6M | +25.3% | +17.0% | +8.3% | +12.7% |
| YTD | +61.9% | +11.1% | +50.7% | +48.7% |
| 1Y | +87.3% | +8.0% | +79.3% | +74.7% |
| 3Y | +268.0% | +73.3% | +194.7% | +154.4% |
| 5Y | +638.2% | +107.4% | +530.8% | +344.7% |
| 10Y | +821.9% | +428.5% | +393.4% | +235.5% |
| All | +2,207.9% | +965.1% | +1,242.8% | +504.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling