-20.5%
RUN vs TDY
+483.0%
-503.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.8% |
| 7D | -3.7% | -1.1% | -2.6% | -2.9% |
| 30D | -13.0% | -12.0% | -1.0% | -3.9% |
| 3M | -31.8% | -3.2% | -28.6% | -30.4% |
| 6M | -32.2% | -7.9% | -24.4% | -27.9% |
| YTD | -53.5% | +18.2% | -71.7% | -59.5% |
| 1Y | -46.5% | +6.7% | -53.2% | -49.5% |
| 3Y | -37.6% | +47.5% | -85.2% | -55.8% |
| 5Y | -80.9% | +39.5% | -120.4% | -85.5% |
| 10Y | +41.3% | +477.2% | -435.9% | -48.8% |
| All | -20.5% | +483.0% | -503.6% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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