+11.6%
TSN vs RJF
+326.9%
-315.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | -1.4% | +3.6% | -5.0% | -2.4% |
| 30D | +8.5% | +7.2% | +1.2% | +6.5% |
| 3M | +5.3% | -6.5% | +11.8% | +6.9% |
| 6M | -10.5% | +10.3% | -20.8% | -13.1% |
| YTD | +3.0% | +6.5% | -3.5% | +0.3% |
| 1Y | +12.1% | +6.1% | +6.0% | +9.3% |
| 3Y | +43.1% | +74.9% | -31.8% | +17.9% |
| 5Y | -15.1% | +81.3% | -96.4% | -32.3% |
| All | +11.6% | +326.9% | -315.4% | -34.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling