+1,282.5%
TSEM vs RJF
+429.3%
+853.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -4.9% | -2.7% | -2.2% | -3.7% |
| 30D | -18.7% | -4.3% | -14.5% | -17.2% |
| 3M | -18.1% | +15.7% | -33.9% | -24.3% |
| 6M | +77.1% | +17.8% | +59.3% | +62.2% |
| YTD | +80.1% | +9.2% | +71.0% | +70.4% |
| 1Y | +220.4% | +2.8% | +217.6% | +211.4% |
| 3Y | +650.1% | +69.5% | +580.6% | +479.4% |
| 5Y | +628.9% | +105.9% | +522.9% | +391.6% |
| All | +1,282.5% | +429.3% | +853.2% | +507.1% |
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