-36.1%
TRMB vs RJF
+79.7%
-115.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | +4.1% | +1.5% | +2.6% | +3.1% |
| 30D | -7.0% | +6.7% | -13.7% | -11.3% |
| 3M | -0.9% | -7.3% | +6.4% | +2.9% |
| 6M | -1.2% | +9.8% | -11.0% | -8.1% |
| YTD | -28.7% | +5.6% | -34.4% | -32.8% |
| 1Y | -32.1% | +2.3% | -34.3% | -34.6% |
| 3Y | +33.4% | +73.6% | -40.2% | -8.0% |
| All | -36.1% | +79.7% | -115.7% | -58.4% |
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