+873.0%
TTMI vs RJF
+71.0%
+802.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.6% |
| 7D | +7.5% | -0.3% | +7.8% | +7.5% |
| 30D | -4.5% | -2.0% | -2.5% | -3.5% |
| 3M | -28.5% | +16.3% | -44.9% | -36.7% |
| 6M | +28.4% | +16.9% | +11.4% | +13.0% |
| YTD | +80.1% | +10.4% | +69.6% | +63.4% |
| 1Y | +161.0% | +7.4% | +153.6% | +142.6% |
| All | +873.0% | +71.0% | +802.0% | +517.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling