-37.6%
RUN vs TRU
-1.3%
-36.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.3% |
| 7D | -3.7% | -2.7% | -1.0% | -2.5% |
| 30D | -13.0% | -2.0% | -11.0% | -12.5% |
| 3M | -31.8% | +18.4% | -50.2% | -38.0% |
| 6M | -32.2% | +8.9% | -41.1% | -36.7% |
| YTD | -53.5% | -8.9% | -44.5% | -53.0% |
| 1Y | -46.5% | -15.9% | -30.7% | -44.0% |
| 3Y | -37.6% | -1.1% | -36.5% | -38.4% |
| All | -37.6% | -1.3% | -36.3% | -38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling