+2,037.5%
TXT vs RJF
+49,848.3%
-47,810.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.3% |
| 7D | -4.8% | -0.6% | -4.2% | -4.6% |
| 30D | -10.6% | -1.3% | -9.4% | -10.2% |
| 3M | -13.2% | +18.9% | -32.1% | -20.2% |
| 6M | -20.3% | +15.0% | -35.4% | -25.9% |
| YTD | -9.3% | +12.2% | -21.5% | -15.0% |
| 1Y | -2.7% | +5.6% | -8.3% | -6.4% |
| 3Y | +1.4% | +74.9% | -73.5% | -24.4% |
| 5Y | +9.6% | +106.6% | -97.1% | -25.4% |
| 10Y | +94.9% | +433.1% | -338.2% | -11.2% |
| All | +2,037.5% | +49,848.3% | -47,810.8% | +276.9% |
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