+802.2%
TTMI vs RJF
+101.5%
+700.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -0.9% |
| 7D | +6.0% | -4.2% | +10.2% | +8.7% |
| 30D | -6.4% | -3.6% | -2.8% | -4.5% |
| 3M | -28.9% | +15.6% | -44.6% | -36.1% |
| 6M | +26.9% | +17.6% | +9.3% | +12.7% |
| YTD | +77.3% | +9.2% | +68.1% | +63.9% |
| 1Y | +147.5% | +5.5% | +142.0% | +134.5% |
| 3Y | +847.6% | +70.3% | +777.3% | +568.8% |
| 5Y | +802.2% | +106.0% | +696.2% | +481.3% |
| All | +802.2% | +101.5% | +700.7% | +481.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling