-2.0%
TSN vs RJF
+6.3%
-8.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.4% |
| 7D | +1.4% | -4.2% | +5.5% | +1.6% |
| 30D | -6.2% | -3.6% | -2.6% | -6.0% |
| 3M | -5.7% | +15.6% | -21.3% | -6.7% |
| 6M | -11.4% | +17.6% | -29.0% | -12.4% |
| YTD | -8.2% | +9.2% | -17.4% | -9.0% |
| 1Y | -2.0% | +5.5% | -7.5% | -3.2% |
| All | -2.0% | +6.3% | -8.3% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling