-15.8%
RUN vs TMF
-81.3%
+65.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +4.1% | +4.1% |
| 7D | +3.2% | -3.4% | +6.5% | +3.5% |
| 30D | +19.5% | +11.5% | +8.0% | +18.5% |
| 3M | -9.6% | -4.5% | -5.1% | -9.2% |
| 6M | -37.3% | -15.0% | -22.3% | -36.4% |
| YTD | -50.7% | -19.9% | -30.9% | -49.9% |
| 1Y | -54.1% | -26.6% | -27.5% | -53.0% |
| 3Y | -3.9% | -29.8% | +25.9% | -0.4% |
| 5Y | -84.4% | -88.2% | +3.8% | -87.0% |
| 10Y | +77.5% | -81.4% | +158.9% | +71.7% |
| All | -15.8% | -81.3% | +65.5% | -12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling