+6,432.7%
TRV vs RJF
+49,058.3%
-42,625.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +0.2% | -0.3% | +0.5% | +0.3% |
| 30D | -2.3% | -2.0% | -0.3% | -1.7% |
| 3M | +22.7% | +16.3% | +6.4% | +16.5% |
| 6M | +21.9% | +16.9% | +5.0% | +15.4% |
| YTD | +27.5% | +10.4% | +17.0% | +22.3% |
| 1Y | +36.2% | +7.4% | +28.8% | +31.6% |
| 3Y | +140.6% | +72.2% | +68.4% | +95.9% |
| 5Y | +154.5% | +105.1% | +49.4% | +91.7% |
| 10Y | +295.4% | +430.9% | -135.5% | +113.5% |
| All | +6,432.7% | +49,058.3% | -42,625.6% | +994.2% |
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