+48,339.6%
TSCO vs RJF
+12,684.9%
+35,654.7%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.0% | -3.5% |
| 7D | -2.5% | -0.3% | -2.2% | -2.4% |
| 30D | -1.1% | -2.0% | +0.9% | -0.6% |
| 3M | +14.3% | +16.3% | -2.1% | +9.4% |
| 6M | -31.9% | +16.9% | -48.8% | -35.1% |
| YTD | -30.7% | +10.4% | -41.1% | -33.1% |
| 1Y | -41.1% | +7.4% | -48.5% | -42.8% |
| 3Y | -17.1% | +72.2% | -89.4% | -30.4% |
| 5Y | -7.5% | +105.1% | -112.6% | -27.2% |
| 10Y | +192.6% | +430.9% | -238.3% | +67.4% |
| All | +48,339.6% | +12,684.9% | +35,654.7% | +12,529.9% |
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