+1,672.6%
TSM vs RJF
+323.5%
+1,349.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +14.8% | +1.5% | +13.3% | +14.1% |
| 30D | -8.9% | +6.7% | -15.6% | -11.5% |
| 3M | -5.3% | -7.3% | +2.1% | -2.6% |
| 6M | +2.6% | +9.8% | -7.2% | -2.4% |
| YTD | +34.5% | +5.6% | +28.8% | +29.4% |
| 1Y | +41.0% | +2.3% | +38.7% | +37.6% |
| 3Y | +333.1% | +73.6% | +259.5% | +231.3% |
| 5Y | +270.1% | +79.9% | +190.2% | +174.3% |
| All | +1,672.6% | +323.5% | +1,349.1% | +861.1% |
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