-18.9%
TSN vs RJF
+103.8%
-122.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -7.3% | -0.3% | -7.0% | -7.3% |
| 30D | -8.6% | -2.0% | -6.6% | -8.4% |
| 3M | -7.5% | +16.3% | -23.9% | -10.4% |
| 6M | -14.1% | +16.9% | -31.0% | -17.0% |
| YTD | -9.4% | +10.4% | -19.9% | -11.7% |
| 1Y | -4.1% | +7.4% | -11.5% | -6.1% |
| 3Y | +10.3% | +72.2% | -61.9% | -6.0% |
| All | -18.9% | +103.8% | -122.6% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling