-85.1%
RUN vs TMF
-88.6%
+3.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.8% |
| 7D | -13.5% | -9.3% | -4.3% | -10.4% |
| 30D | +18.3% | +1.9% | +16.4% | +17.8% |
| 3M | -12.5% | -11.2% | -1.2% | -8.5% |
| 6M | -40.3% | -17.7% | -22.6% | -35.8% |
| YTD | -53.1% | -24.5% | -28.6% | -48.5% |
| 1Y | -54.3% | -29.4% | -24.8% | -48.6% |
| 3Y | -6.5% | -33.4% | +26.9% | +7.6% |
| All | -85.1% | -88.6% | +3.5% | -83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling