+18.8%
TW vs RJF
+69.0%
-50.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -4.5% | -2.7% | -1.8% | -3.9% |
| 30D | -2.3% | -4.3% | +2.0% | -1.4% |
| 3M | +2.6% | +15.7% | -13.1% | -0.6% |
| 6M | -17.5% | +17.8% | -35.4% | -20.6% |
| YTD | -5.3% | +9.2% | -14.5% | -7.6% |
| 1Y | -14.8% | +2.8% | -17.5% | -15.9% |
| 3Y | +18.8% | +69.5% | -50.6% | +1.5% |
| All | +18.8% | +69.0% | -50.2% | +1.5% |
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