+197.9%
TW vs RJF
+252.3%
-54.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.8% |
| 7D | -3.5% | +1.8% | -5.2% | -3.9% |
| 30D | +0.5% | 0.0% | +0.5% | +0.4% |
| 3M | +4.9% | +18.0% | -13.0% | +0.6% |
| 6M | -17.1% | +17.0% | -34.1% | -20.6% |
| YTD | -3.9% | +11.1% | -15.0% | -6.9% |
| 1Y | -13.3% | +8.0% | -21.2% | -15.5% |
| 3Y | +20.9% | +73.3% | -52.4% | +2.4% |
| 5Y | +20.5% | +107.4% | -86.9% | -3.5% |
| All | +197.9% | +252.3% | -54.4% | +104.2% |
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