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  • TSM vs RJF✓SelectedUSD · RJFTSM vs RJF performance historyLatest closeAs of+2.85%09/04
Stock and ETF performance explorer

TSM vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+13,634.3%
RJF return
+3,713.0%
Excess return
+9,921.4%
Maximum drawdown
-84.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
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