+277.6%
TSM vs RJF
+101.5%
+176.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.2% |
| 7D | +2.6% | -4.2% | +6.8% | +4.6% |
| 30D | +1.4% | -3.6% | +5.0% | +2.9% |
| 3M | +5.0% | +15.6% | -10.7% | -2.6% |
| 6M | +24.0% | +17.6% | +6.4% | +13.9% |
| YTD | +41.6% | +9.2% | +32.4% | +33.9% |
| 1Y | +66.2% | +5.5% | +60.6% | +59.3% |
| 3Y | +398.2% | +70.3% | +327.9% | +267.8% |
| 5Y | +277.6% | +106.0% | +171.6% | +150.6% |
| All | +277.6% | +101.5% | +176.1% | +150.6% |
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