+11.3%
TSEM vs RJF
+14,564.4%
-14,553.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.6% | +9.4% | +8.4% |
| 7D | +6.9% | -0.6% | +7.5% | +7.1% |
| 30D | +5.3% | -1.3% | +6.6% | +5.6% |
| 3M | -14.9% | +18.9% | -33.8% | -20.6% |
| 6M | +80.0% | +15.0% | +65.0% | +70.0% |
| YTD | +89.4% | +12.2% | +77.1% | +79.9% |
| 1Y | +253.1% | +5.6% | +247.5% | +242.3% |
| 3Y | +642.1% | +74.9% | +567.3% | +503.1% |
| 5Y | +659.1% | +106.6% | +552.4% | +467.0% |
| 10Y | +1,291.4% | +433.1% | +858.3% | +633.4% |
| All | +11.3% | +14,564.4% | -14,553.1% | -84.0% |
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