+48.9%
RUN vs TMF
-86.8%
+135.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +10.2% | +1.0% | +9.2% | +10.0% |
| 30D | -9.6% | -1.8% | -7.8% | -9.4% |
| 3M | -31.5% | -8.2% | -23.3% | -30.8% |
| 6M | -18.7% | -19.5% | +0.8% | -16.8% |
| YTD | -49.9% | -16.0% | -33.9% | -49.0% |
| 1Y | -45.5% | -22.5% | -23.0% | -44.1% |
| 3Y | -34.1% | -42.3% | +8.2% | -31.7% |
| 5Y | -79.4% | -87.7% | +8.3% | -82.0% |
| 10Y | +48.9% | -86.5% | +135.5% | +63.1% |
| All | +48.9% | -86.8% | +135.8% | +63.1% |
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