+12,412.3%
TYL vs RJF
+49,848.3%
-37,436.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.5% | -3.6% |
| 7D | -3.7% | -0.6% | -3.1% | -3.5% |
| 30D | +18.7% | -1.3% | +20.0% | +19.1% |
| 3M | +18.1% | +18.9% | -0.7% | +12.5% |
| 6M | -1.1% | +15.0% | -16.2% | -5.2% |
| YTD | -19.8% | +12.2% | -32.0% | -22.7% |
| 1Y | -34.3% | +5.6% | -39.9% | -35.7% |
| 3Y | -8.2% | +74.9% | -83.1% | -23.0% |
| 5Y | -25.4% | +106.6% | -132.1% | -40.8% |
| 10Y | +115.6% | +433.1% | -317.5% | +24.4% |
| All | +12,412.3% | +49,848.3% | -37,436.0% | +2,222.5% |
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 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