+14,355.3%
TYL vs RJF
+45,667.9%
-31,312.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.9% |
| 7D | +6.7% | +3.6% | +3.1% | +5.6% |
| 30D | +26.5% | +3.5% | +23.0% | +25.3% |
| 3M | +37.3% | -8.9% | +46.2% | +40.8% |
| 6M | +31.2% | +2.9% | +28.3% | +29.9% |
| YTD | -7.4% | +2.8% | -10.2% | -8.5% |
| 1Y | -9.6% | +2.7% | -12.2% | -10.7% |
| 3Y | +1.9% | +69.3% | -67.4% | -13.8% |
| 5Y | -21.1% | +75.0% | -96.1% | -34.4% |
| 10Y | +171.8% | +378.5% | -206.7% | +61.7% |
| All | +14,355.3% | +45,667.9% | -31,312.6% | +2,648.9% |
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