+11.9%
TSN vs RJF
+69.0%
-57.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +3.0% | -2.7% | +5.7% | +3.3% |
| 30D | -4.2% | -4.3% | +0.1% | -3.8% |
| 3M | -3.9% | +15.7% | -19.6% | -5.5% |
| 6M | -9.8% | +17.8% | -27.6% | -11.5% |
| YTD | -7.3% | +9.2% | -16.4% | -8.4% |
| 1Y | -2.2% | +2.8% | -5.0% | -2.8% |
| 3Y | +11.9% | +69.5% | -57.6% | -1.3% |
| All | +11.9% | +69.0% | -57.1% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling