-38.7%
TRMB vs RJF
+106.2%
-144.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.0% |
| 7D | -2.9% | -0.3% | -2.6% | -2.7% |
| 30D | -1.8% | -2.0% | +0.2% | -0.7% |
| 3M | +8.4% | +16.3% | -7.9% | -1.7% |
| 6M | -18.5% | +16.9% | -35.4% | -26.5% |
| YTD | -26.7% | +10.4% | -37.2% | -32.1% |
| 1Y | -28.3% | +7.4% | -35.7% | -32.4% |
| 3Y | +12.6% | +72.2% | -59.6% | -21.0% |
| 5Y | -38.7% | +105.1% | -143.8% | -61.2% |
| All | -38.7% | +106.2% | -144.9% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling