+513.1%
TRI vs RJF
+2,598.4%
-2,085.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.2% | -1.7% |
| 7D | -8.4% | -0.3% | -8.1% | -8.3% |
| 30D | -6.5% | -2.0% | -4.4% | -5.9% |
| 3M | +18.6% | +16.3% | +2.2% | +13.5% |
| 6M | -10.4% | +16.9% | -27.4% | -14.5% |
| YTD | -23.7% | +10.4% | -34.1% | -26.0% |
| 1Y | -42.5% | +7.4% | -49.9% | -43.9% |
| 3Y | -19.3% | +72.2% | -91.5% | -32.6% |
| 5Y | -9.7% | +105.1% | -114.8% | -30.0% |
| 10Y | +194.4% | +430.9% | -236.5% | +59.8% |
| All | +513.1% | +2,598.4% | -2,085.4% | +58.0% |
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