+36.0%
TSM vs RJF
+7.8%
+28.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.3% | -6.6% | -2.8% |
| 7D | -10.0% | +7.2% | -17.1% | -10.8% |
| 30D | -18.5% | +4.9% | -23.4% | -19.0% |
| 3M | -4.9% | -5.5% | +0.7% | -3.7% |
| 6M | -1.0% | +8.0% | -8.9% | -2.8% |
| YTD | +31.3% | +6.2% | +25.1% | +24.8% |
| 1Y | +36.0% | +7.8% | +28.2% | +29.1% |
| All | +36.0% | +7.8% | +28.2% | +29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling