+3,339.2%
TRMB vs RJF
+35,194.6%
-31,855.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.5% | -0.4% |
| 7D | -2.5% | -0.6% | -1.9% | -2.3% |
| 30D | +1.5% | -1.3% | +2.8% | +1.9% |
| 3M | +6.8% | +18.9% | -12.1% | -0.8% |
| 6M | -14.9% | +15.0% | -30.0% | -20.0% |
| YTD | -24.1% | +12.2% | -36.3% | -28.1% |
| 1Y | -25.4% | +5.6% | -31.0% | -27.5% |
| 3Y | +8.0% | +74.9% | -66.8% | -14.8% |
| 5Y | -37.3% | +106.6% | -144.0% | -54.1% |
| 10Y | +116.8% | +433.1% | -316.3% | +4.6% |
| All | +3,339.2% | +35,194.6% | -31,855.4% | +294.8% |
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