+100.2%
TXT vs RJF
+435.4%
-335.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.9% |
| 7D | +0.8% | -0.3% | +1.1% | +0.9% |
| 30D | -10.4% | -2.0% | -8.4% | -9.3% |
| 3M | -14.3% | +16.3% | -30.7% | -23.3% |
| 6M | -15.1% | +16.9% | -32.0% | -24.6% |
| YTD | -8.3% | +10.4% | -18.7% | -16.1% |
| 1Y | -0.7% | +7.4% | -8.1% | -7.7% |
| 3Y | +6.0% | +72.2% | -66.2% | -33.0% |
| 5Y | +12.5% | +105.1% | -92.6% | -40.8% |
| All | +100.2% | +435.4% | -335.2% | -46.4% |
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