+302.0%
TRV vs RJF
+429.3%
-127.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +1.9% | -2.7% | +4.6% | +3.1% |
| 30D | +1.7% | -4.3% | +6.0% | +3.4% |
| 3M | +23.9% | +15.7% | +8.2% | +16.4% |
| 6M | +26.3% | +17.8% | +8.5% | +17.4% |
| YTD | +30.8% | +9.2% | +21.6% | +24.7% |
| 1Y | +36.3% | +2.8% | +33.5% | +32.8% |
| 3Y | +145.0% | +69.5% | +75.6% | +87.7% |
| 5Y | +163.9% | +105.9% | +57.9% | +77.9% |
| All | +302.0% | +429.3% | -127.3% | +88.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling