+41.0%
TSM vs RJF
+3.4%
+37.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +14.8% | +1.5% | +13.3% | +14.5% |
| 30D | -8.9% | +6.7% | -15.6% | -9.8% |
| 3M | -5.3% | -7.3% | +2.1% | -3.5% |
| 6M | +2.6% | +9.8% | -7.2% | -0.3% |
| YTD | +34.5% | +5.6% | +28.8% | +27.1% |
| 1Y | +41.0% | +2.3% | +38.7% | +35.4% |
| All | +41.0% | +3.4% | +37.6% | +35.4% |
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