+12,629.9%
TSM vs RJF
+3,507.6%
+9,122.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.9% |
| 6M | -3.2% | +9.7% | -12.9% | -8.1% |
| YTD | +31.5% | +6.2% | +25.3% | +26.1% |
| 1Y | +35.7% | +5.3% | +30.4% | +30.6% |
| 3Y | +323.5% | +74.4% | +249.1% | +221.2% |
| 5Y | +263.4% | +81.6% | +181.8% | +165.9% |
| 10Y | +1,598.5% | +333.6% | +1,265.0% | +683.4% |
| All | +12,629.9% | +3,507.6% | +9,122.4% | +1,163.2% |
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