+30.0%
TXG vs RJF
+240.1%
-210.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.4% | +3.3% |
| 7D | +9.5% | -2.7% | +12.2% | +10.9% |
| 30D | +18.8% | -4.3% | +23.0% | +21.1% |
| 3M | +136.1% | +15.7% | +120.4% | +118.0% |
| 6M | +235.2% | +17.8% | +217.4% | +207.0% |
| YTD | +320.5% | +9.2% | +311.4% | +297.4% |
| 1Y | +425.2% | +2.8% | +422.4% | +410.0% |
| 3Y | +42.9% | +69.5% | -26.6% | +10.1% |
| 5Y | -62.8% | +105.9% | -168.8% | -72.7% |
| All | +30.0% | +240.1% | -210.1% | -17.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling