+263.4%
TSM vs RJF
+81.1%
+182.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | -2.1% | +4.0% | -6.0% | -3.7% |
| 30D | -12.5% | +6.1% | -18.7% | -14.9% |
| 3M | -5.0% | -5.8% | +0.8% | -2.8% |
| 6M | -3.2% | +9.7% | -12.9% | -8.3% |
| YTD | +31.5% | +6.2% | +25.3% | +25.6% |
| 1Y | +35.7% | +5.3% | +30.4% | +30.1% |
| 3Y | +323.5% | +74.4% | +249.1% | +206.4% |
| All | +263.4% | +81.1% | +182.3% | +150.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling