-80.7%
RUN vs TRU
-36.7%
-44.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | -3.4% | -9.4% | +6.0% | +3.0% |
| 30D | -14.0% | -4.1% | -9.8% | -12.0% |
| 3M | -27.5% | +13.6% | -41.1% | -35.3% |
| 6M | -29.0% | +3.6% | -32.5% | -33.8% |
| YTD | -53.1% | -9.8% | -43.3% | -52.7% |
| 1Y | -46.7% | -13.6% | -33.1% | -45.5% |
| 3Y | -38.3% | -2.0% | -36.4% | -49.6% |
| 5Y | -80.7% | -35.8% | -44.9% | -76.6% |
| All | -80.7% | -36.7% | -44.0% | -76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling