-38.6%
RUN vs TMF
-41.6%
+3.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | +1.3% | -1.4% | +2.7% | +2.1% |
| 30D | -15.3% | -2.8% | -12.4% | -13.8% |
| 3M | -40.0% | -10.9% | -29.1% | -36.0% |
| 6M | -27.0% | -21.3% | -5.6% | -17.3% |
| YTD | -51.7% | -15.9% | -35.8% | -47.6% |
| 1Y | -45.9% | -15.7% | -30.2% | -42.0% |
| All | -38.6% | -41.6% | +3.0% | -26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling