+95.4%
TRMB vs RJF
+326.9%
-231.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.8% |
| 7D | +2.8% | +3.6% | -0.8% | +0.9% |
| 30D | -5.9% | +7.2% | -13.1% | -9.9% |
| 3M | -3.3% | -6.5% | +3.2% | -0.6% |
| 6M | +1.3% | +10.3% | -9.0% | -5.0% |
| YTD | -29.0% | +6.5% | -35.5% | -32.6% |
| 1Y | -27.8% | +6.1% | -33.9% | -31.4% |
| 3Y | +36.3% | +74.9% | -38.6% | -0.6% |
| 5Y | -35.8% | +81.3% | -117.2% | -54.8% |
| All | +95.4% | +326.9% | -231.6% | -7.5% |
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 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