+419.8%
TXN vs RJF
+429.3%
-9.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.9% | +3.8% |
| 7D | +4.0% | -2.7% | +6.7% | +5.3% |
| 30D | -2.9% | -4.3% | +1.4% | -1.0% |
| 3M | -9.1% | +15.7% | -24.8% | -15.7% |
| 6M | +36.6% | +17.8% | +18.8% | +25.1% |
| YTD | +57.5% | +9.2% | +48.3% | +48.7% |
| 1Y | +49.5% | +2.8% | +46.8% | +45.3% |
| 3Y | +76.5% | +69.5% | +7.1% | +32.2% |
| 5Y | +62.4% | +105.9% | -43.6% | +7.4% |
| All | +419.8% | +429.3% | -9.5% | +131.3% |
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