+10.7%
TTMI vs RJF
+7.8%
+2.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +4.3% | -14.4% | -10.3% |
| 7D | -19.2% | +7.2% | -26.3% | -19.5% |
| 30D | -44.9% | +4.9% | -49.8% | -44.8% |
| 3M | -44.7% | -5.5% | -39.2% | -42.9% |
| 6M | -53.4% | +8.0% | -61.4% | -54.5% |
| YTD | +6.3% | +6.2% | +0.2% | -2.3% |
| 1Y | +10.7% | +7.8% | +2.9% | -1.3% |
| All | +10.7% | +7.8% | +2.9% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling