+2,241.1%
TRGP vs RJF
+920.9%
+1,320.2%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.1% |
| 7D | +12.4% | +3.6% | +8.8% | +10.2% |
| 30D | +2.6% | +7.2% | -4.6% | -1.8% |
| 3M | +11.9% | -6.5% | +18.4% | +15.4% |
| 6M | +13.9% | +10.3% | +3.6% | +6.0% |
| YTD | +64.2% | +6.5% | +57.7% | +53.8% |
| 1Y | +78.5% | +6.1% | +72.4% | +67.4% |
| 3Y | +272.9% | +74.9% | +198.0% | +155.7% |
| 5Y | +510.7% | +81.3% | +429.4% | +296.9% |
| 10Y | +821.0% | +332.3% | +488.7% | +270.5% |
| All | +2,241.1% | +920.9% | +1,320.2% | +525.2% |
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