-3.0%
RUN vs TMF
-25.3%
+22.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +33.4% | +1.2% | +32.2% | +32.5% |
| 30D | +31.1% | +19.7% | +11.4% | +18.6% |
| 3M | +6.4% | -2.1% | +8.5% | +7.7% |
| 6M | -22.2% | -13.4% | -8.8% | -15.7% |
| YTD | -45.8% | -16.7% | -29.0% | -40.8% |
| 1Y | -51.1% | -23.3% | -27.8% | -44.2% |
| 3Y | -3.0% | -24.8% | +21.8% | +9.8% |
| All | -3.0% | -25.3% | +22.3% | +9.8% |
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