+361.7%
TXG vs RJF
+7.8%
+353.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.5% |
| 7D | +1.8% | -0.6% | +2.4% | +2.0% |
| 30D | +32.0% | -1.3% | +33.3% | +32.4% |
| 3M | +87.0% | +18.9% | +68.1% | +75.9% |
| 6M | +180.1% | +15.0% | +165.0% | +162.7% |
| YTD | +284.1% | +12.2% | +271.9% | +255.7% |
| 1Y | +361.7% | +5.6% | +356.0% | +317.1% |
| All | +361.7% | +7.8% | +353.8% | +317.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling