+459.4%
TTMI vs RJF
+2,832.9%
-2,373.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +3.6% |
| 7D | +12.2% | +1.8% | +10.4% | +10.8% |
| 30D | -5.7% | 0.0% | -5.7% | -6.0% |
| 3M | -27.5% | +18.0% | -45.5% | -35.3% |
| 6M | +47.1% | +17.0% | +30.2% | +31.8% |
| YTD | +87.5% | +11.1% | +76.3% | +72.3% |
| 1Y | +175.2% | +8.0% | +167.3% | +158.1% |
| 3Y | +901.9% | +73.3% | +828.7% | +606.6% |
| 5Y | +843.5% | +107.4% | +736.1% | +481.6% |
| 10Y | +1,077.0% | +428.5% | +648.5% | +279.7% |
| All | +459.4% | +2,832.9% | -2,373.5% | -67.9% |
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