+411.0%
TSM vs RJF
+76.7%
+334.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.3% | +2.7% |
| 7D | +6.0% | +1.8% | +4.3% | +5.2% |
| 30D | +4.5% | 0.0% | +4.5% | +4.3% |
| 3M | +3.1% | +18.0% | -14.9% | -4.3% |
| 6M | +30.2% | +17.0% | +13.2% | +21.0% |
| YTD | +45.2% | +11.1% | +34.1% | +37.0% |
| 1Y | +79.6% | +8.0% | +71.6% | +71.1% |
| 3Y | +411.0% | +73.3% | +337.7% | +285.5% |
| All | +411.0% | +76.7% | +334.3% | +285.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling