+40.3%
RUN vs TRU
+147.2%
-106.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.5% |
| 7D | -3.7% | -2.7% | -1.0% | -1.9% |
| 30D | -13.0% | -2.0% | -11.0% | -12.3% |
| 3M | -31.8% | +18.4% | -50.2% | -41.2% |
| 6M | -32.2% | +8.9% | -41.1% | -39.2% |
| YTD | -53.5% | -8.9% | -44.5% | -53.6% |
| 1Y | -46.5% | -15.9% | -30.7% | -44.3% |
| 3Y | -37.6% | -1.1% | -36.5% | -48.9% |
| 5Y | -80.9% | -35.2% | -45.7% | -77.6% |
| All | +40.3% | +147.2% | -106.8% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling