+912.0%
TSN vs RJF
+49,360.8%
-48,448.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.6% | +1.9% |
| 7D | -5.0% | +1.8% | -6.8% | -5.5% |
| 30D | -9.1% | 0.0% | -9.1% | -9.2% |
| 3M | -7.4% | +18.0% | -25.4% | -11.3% |
| 6M | -13.4% | +17.0% | -30.3% | -17.0% |
| YTD | -8.5% | +11.1% | -19.6% | -11.5% |
| 1Y | -3.2% | +8.0% | -11.1% | -5.9% |
| 3Y | +11.5% | +73.3% | -61.8% | -5.4% |
| 5Y | -19.5% | +107.4% | -126.9% | -35.8% |
| 10Y | -9.1% | +428.5% | -437.6% | -44.8% |
| All | +912.0% | +49,360.8% | -48,448.8% | +125.2% |
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 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