+38.3%
TXG vs RJF
+69.1%
-30.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.2% | -0.6% |
| 7D | +5.0% | -4.2% | +9.2% | +8.1% |
| 30D | +13.5% | -3.6% | +17.1% | +16.1% |
| 3M | +128.0% | +15.6% | +112.4% | +102.6% |
| 6M | +224.4% | +17.6% | +206.8% | +184.2% |
| YTD | +307.0% | +9.2% | +297.8% | +270.6% |
| 1Y | +427.2% | +5.5% | +421.7% | +390.2% |
| All | +38.3% | +69.1% | -30.8% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling