+71.1%
RUN vs TMF
-81.8%
+152.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.4% | -1.6% | -5.5% |
| 7D | -13.7% | -8.2% | -5.5% | -12.7% |
| 30D | +9.4% | +5.3% | +4.0% | +8.8% |
| 3M | -13.4% | -8.5% | -4.9% | -12.4% |
| 6M | -39.6% | -17.2% | -22.4% | -38.1% |
| YTD | -53.7% | -23.4% | -30.3% | -52.3% |
| 1Y | -56.2% | -30.2% | -25.9% | -54.5% |
| 3Y | -9.7% | -32.9% | +23.2% | -4.9% |
| 5Y | -85.5% | -88.5% | +3.1% | -87.4% |
| All | +71.1% | -81.8% | +152.9% | +67.7% |
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