+98.5%
TXT vs RJF
+429.5%
-331.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.1% |
| 7D | -0.2% | -4.2% | +4.0% | +2.7% |
| 30D | -10.2% | -3.6% | -6.6% | -8.1% |
| 3M | -13.3% | +15.6% | -28.9% | -22.0% |
| 6M | -14.4% | +17.6% | -32.0% | -24.2% |
| YTD | -9.1% | +9.2% | -18.3% | -16.1% |
| 1Y | -2.2% | +5.5% | -7.7% | -8.0% |
| 3Y | +5.1% | +70.3% | -65.3% | -33.1% |
| 5Y | +12.8% | +106.0% | -93.2% | -40.9% |
| All | +98.5% | +429.5% | -331.0% | -46.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling