-6.5%
RUN vs TMF
-32.2%
+25.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +2.1% |
| 7D | -13.5% | -9.3% | -4.3% | -8.4% |
| 30D | +18.3% | +1.9% | +16.4% | +17.4% |
| 3M | -12.5% | -11.2% | -1.2% | -6.1% |
| 6M | -40.3% | -17.7% | -22.6% | -33.0% |
| YTD | -53.1% | -24.5% | -28.6% | -45.8% |
| 1Y | -54.3% | -29.4% | -24.8% | -45.1% |
| 3Y | -6.5% | -33.4% | +26.9% | +11.6% |
| All | -6.5% | -32.2% | +25.7% | +11.6% |
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