+103.3%
RUN vs TMF
-83.0%
+186.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | +18.1% | +0.6% | +17.5% | +18.0% |
| 30D | +27.5% | +16.3% | +11.2% | +25.3% |
| 3M | -4.5% | -2.7% | -1.8% | -4.2% |
| 6M | -33.3% | -13.2% | -20.2% | -32.2% |
| YTD | -47.1% | -16.7% | -30.4% | -46.1% |
| 1Y | -43.1% | -22.7% | -20.4% | -41.7% |
| 3Y | -3.0% | -26.1% | +23.1% | +1.2% |
| 5Y | -82.6% | -88.4% | +5.8% | -85.3% |
| 10Y | +103.3% | -81.8% | +185.2% | +98.4% |
| All | +103.3% | -83.0% | +186.4% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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