+13,634.3%
TSM vs RJF
+3,713.0%
+9,921.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.4% | +3.5% |
| 7D | +2.7% | -0.6% | +3.3% | +2.9% |
| 30D | +3.6% | -1.3% | +4.9% | +4.0% |
| 3M | -3.4% | +18.9% | -22.3% | -11.1% |
| 6M | +20.6% | +15.0% | +5.6% | +12.5% |
| YTD | +41.9% | +12.2% | +29.7% | +33.2% |
| 1Y | +84.4% | +5.6% | +78.7% | +77.1% |
| 3Y | +380.2% | +74.9% | +305.4% | +264.3% |
| 5Y | +275.3% | +106.6% | +168.7% | +159.7% |
| 10Y | +1,751.4% | +433.1% | +1,318.3% | +677.7% |
| All | +13,634.3% | +3,713.0% | +9,921.4% | +1,233.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling