-64.0%
TXG vs RJF
+101.5%
-165.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.2% | -0.5% |
| 7D | +5.0% | -4.2% | +9.2% | +8.4% |
| 30D | +13.5% | -3.6% | +17.1% | +16.3% |
| 3M | +128.0% | +15.6% | +112.4% | +101.6% |
| 6M | +224.4% | +17.6% | +206.8% | +182.9% |
| YTD | +307.0% | +9.2% | +297.8% | +270.7% |
| 1Y | +427.2% | +5.5% | +421.7% | +390.4% |
| 3Y | +40.2% | +70.3% | -30.2% | -13.0% |
| 5Y | -64.0% | +106.0% | -170.0% | -79.4% |
| All | -64.0% | +101.5% | -165.5% | -79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling