+18.8%
TXG vs RJF
+249.6%
-230.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.1% |
| 7D | +1.8% | -0.6% | +2.4% | +2.1% |
| 30D | +32.0% | -1.3% | +33.3% | +32.6% |
| 3M | +87.0% | +18.9% | +68.1% | +70.5% |
| 6M | +180.1% | +15.0% | +165.0% | +159.7% |
| YTD | +284.1% | +12.2% | +271.9% | +258.2% |
| 1Y | +361.7% | +5.6% | +356.0% | +342.0% |
| 3Y | +15.9% | +74.9% | -58.9% | -12.1% |
| 5Y | -66.2% | +106.6% | -172.8% | -75.4% |
| All | +18.8% | +249.6% | -230.8% | -25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling