+405.4%
TXG vs RJF
+7.8%
+397.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.3% | -0.9% | +2.2% |
| 7D | -19.3% | +7.2% | -26.4% | -20.8% |
| 30D | -30.9% | +4.9% | -35.8% | -31.7% |
| 3M | +41.1% | -5.5% | +46.6% | +43.6% |
| 6M | +211.9% | +8.0% | +203.9% | +202.3% |
| YTD | +314.0% | +6.2% | +307.8% | +281.0% |
| 1Y | +405.4% | +7.8% | +397.6% | +368.0% |
| All | +405.4% | +7.8% | +397.6% | +368.0% |
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 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