+3,128.7%
TRMB vs RJF
+33,130.6%
-30,001.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | +4.1% | +1.5% | +2.6% | +3.4% |
| 30D | -7.0% | +6.7% | -13.7% | -9.9% |
| 3M | -0.9% | -7.3% | +6.4% | +1.6% |
| 6M | -1.2% | +9.8% | -11.0% | -5.7% |
| YTD | -28.7% | +5.6% | -34.4% | -31.2% |
| 1Y | -32.1% | +2.3% | -34.3% | -33.5% |
| 3Y | +33.4% | +73.6% | -40.2% | +5.2% |
| 5Y | -35.6% | +79.9% | -115.5% | -50.3% |
| 10Y | +103.8% | +328.8% | -225.1% | +6.7% |
| All | +3,128.7% | +33,130.6% | -30,001.9% | +277.7% |
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