+193.4%
TW vs RJF
+246.1%
-52.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -4.5% | -2.7% | -1.8% | -3.8% |
| 30D | -2.3% | -4.3% | +2.0% | -1.2% |
| 3M | +2.6% | +15.7% | -13.1% | -1.2% |
| 6M | -17.5% | +17.8% | -35.4% | -21.1% |
| YTD | -5.3% | +9.2% | -14.5% | -7.9% |
| 1Y | -14.8% | +2.8% | -17.5% | -16.0% |
| 3Y | +18.8% | +69.5% | -50.6% | +1.2% |
| 5Y | +20.7% | +105.9% | -85.2% | -3.1% |
| All | +193.4% | +246.1% | -52.7% | +102.0% |
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 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