-2.7%
TXT vs RJF
+7.8%
-10.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.1% |
| 7D | -4.8% | -0.6% | -4.2% | -4.6% |
| 30D | -10.6% | -1.3% | -9.4% | -10.3% |
| 3M | -13.2% | +18.9% | -32.1% | -17.6% |
| 6M | -20.3% | +15.0% | -35.4% | -23.9% |
| YTD | -9.3% | +12.2% | -21.5% | -13.5% |
| 1Y | -2.7% | +5.6% | -8.3% | -6.2% |
| All | -2.7% | +7.8% | -10.5% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling