+216.0%
TRU vs RJF
+411.0%
-195.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | -6.5% | -0.3% | -6.2% | -6.3% |
| 30D | -2.5% | -2.0% | -0.5% | -1.6% |
| 3M | +10.4% | +16.3% | -6.0% | +2.2% |
| 6M | +1.6% | +16.9% | -15.3% | -6.3% |
| YTD | -9.7% | +10.4% | -20.1% | -14.6% |
| 1Y | -17.3% | +7.4% | -24.7% | -20.8% |
| 3Y | -1.8% | +72.2% | -74.0% | -25.2% |
| 5Y | -36.2% | +105.1% | -141.3% | -56.0% |
| 10Y | +143.2% | +430.9% | -287.7% | +3.8% |
| All | +216.0% | +411.0% | -195.0% | +33.6% |
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