+957.3%
TT vs RJF
+428.4%
+528.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | +1.4% | -0.3% | +1.7% | +1.5% |
| 30D | -6.7% | -2.0% | -4.6% | -5.9% |
| 3M | -5.4% | +16.3% | -21.8% | -12.0% |
| 6M | +4.4% | +16.9% | -12.5% | -3.3% |
| YTD | +14.9% | +10.4% | +4.5% | +8.6% |
| 1Y | +9.3% | +7.4% | +1.8% | +4.2% |
| 3Y | +121.7% | +72.2% | +49.5% | +66.5% |
| 5Y | +148.2% | +105.1% | +43.0% | +67.4% |
| 10Y | +957.3% | +430.9% | +526.3% | +332.7% |
| All | +957.3% | +428.4% | +528.8% | +332.7% |
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 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