+15,818.7%
TT vs RJF
+49,848.3%
-34,029.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.4% |
| 7D | 0.0% | -0.6% | +0.6% | +0.2% |
| 30D | -7.2% | -1.3% | -5.9% | -6.8% |
| 3M | -3.0% | +18.9% | -21.9% | -9.6% |
| 6M | +1.4% | +15.0% | -13.7% | -4.5% |
| YTD | +15.9% | +12.2% | +3.7% | +9.7% |
| 1Y | +9.4% | +5.6% | +3.8% | +5.7% |
| 3Y | +124.4% | +74.9% | +49.5% | +75.5% |
| 5Y | +138.0% | +106.6% | +31.4% | +71.4% |
| 10Y | +886.4% | +433.1% | +453.3% | +371.7% |
| All | +15,818.7% | +49,848.3% | -34,029.6% | +1,583.8% |
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