+20,639.1%
TXN vs RJF
+49,058.2%
-28,419.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.3% |
| 7D | +2.7% | -0.3% | +2.9% | +2.7% |
| 30D | -6.7% | -2.0% | -4.7% | -6.1% |
| 3M | -8.9% | +16.3% | -25.2% | -14.4% |
| 6M | +34.7% | +16.9% | +17.8% | +26.0% |
| YTD | +53.3% | +10.4% | +42.9% | +46.0% |
| 1Y | +45.0% | +7.4% | +37.6% | +39.5% |
| 3Y | +73.1% | +72.2% | +0.9% | +37.8% |
| 5Y | +59.9% | +105.1% | -45.2% | +17.1% |
| 10Y | +415.7% | +430.9% | -15.3% | +155.7% |
| All | +20,639.1% | +49,058.2% | -28,419.2% | +2,523.1% |
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