+3.4%
TRU vs RJF
+7.8%
-4.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.3% | +0.2% | +2.1% |
| 7D | +10.5% | +7.2% | +3.4% | +6.3% |
| 30D | +28.7% | +4.9% | +23.8% | +25.2% |
| 3M | +0.7% | -5.5% | +6.2% | +3.3% |
| 6M | +19.3% | +8.0% | +11.4% | +13.9% |
| YTD | -3.7% | +6.2% | -9.9% | -8.9% |
| 1Y | +3.4% | +7.8% | -4.4% | -3.4% |
| All | +3.4% | +7.8% | -4.4% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling