+1,124.0%
TTMI vs RJF
+429.3%
+694.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | +0.7% | -2.7% | +3.4% | +2.3% |
| 30D | -8.4% | -4.3% | -4.2% | -6.3% |
| 3M | -32.5% | +15.7% | -48.2% | -38.9% |
| 6M | +32.5% | +17.8% | +14.7% | +18.5% |
| YTD | +83.2% | +9.2% | +74.1% | +70.5% |
| 1Y | +161.7% | +2.8% | +158.9% | +153.2% |
| 3Y | +890.1% | +69.5% | +820.7% | +616.8% |
| 5Y | +832.4% | +105.9% | +726.5% | +491.7% |
| All | +1,124.0% | +429.3% | +694.7% | +262.3% |
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 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