-26.5%
TSEM vs RJF
+13,818.3%
-13,844.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.8% | -7.8% | -7.2% |
| 7D | +7.0% | +3.6% | +3.4% | +5.7% |
| 30D | -29.8% | +7.2% | -37.0% | -31.7% |
| 3M | -41.9% | -6.5% | -35.4% | -40.8% |
| 6M | -45.8% | +10.3% | -56.1% | -48.3% |
| YTD | +25.1% | +6.5% | +18.6% | +20.6% |
| 1Y | +48.2% | +6.1% | +42.1% | +43.2% |
| 3Y | +476.5% | +74.9% | +401.6% | +368.3% |
| 5Y | +301.4% | +81.3% | +220.1% | +212.8% |
| 10Y | +812.9% | +332.3% | +480.6% | +414.8% |
| All | -26.5% | +13,818.3% | -13,844.8% | -89.2% |
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