+284.0%
TW vs RJF
+237.7%
+46.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | +3.9% | +3.6% | +0.3% | +3.0% |
| 30D | +19.9% | +7.2% | +12.7% | +17.7% |
| 3M | +25.9% | -6.5% | +32.5% | +27.9% |
| 6M | +21.1% | +10.3% | +10.8% | +17.9% |
| YTD | +23.9% | +6.5% | +17.4% | +21.1% |
| 1Y | +21.2% | +6.1% | +15.1% | +18.5% |
| 3Y | +44.8% | +74.9% | -30.1% | +22.2% |
| 5Y | +41.4% | +81.3% | -39.9% | +16.9% |
| All | +284.0% | +237.7% | +46.3% | +165.7% |
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