+191.1%
TRI vs RJF
+429.3%
-238.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.7% |
| 7D | -7.9% | -2.7% | -5.2% | -7.2% |
| 30D | -4.5% | -4.3% | -0.2% | -3.4% |
| 3M | +22.1% | +15.7% | +6.4% | +17.9% |
| 6M | -2.8% | +17.8% | -20.6% | -6.7% |
| YTD | -23.4% | +9.2% | -32.6% | -25.2% |
| 1Y | -41.5% | +2.8% | -44.3% | -42.1% |
| 3Y | -19.2% | +69.5% | -88.7% | -30.2% |
| 5Y | -9.4% | +105.9% | -115.3% | -26.7% |
| All | +191.1% | +429.3% | -238.2% | +76.2% |
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 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