-14.4%
RUN vs TRU
+214.7%
-229.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.8% | +6.5% | +5.7% |
| 7D | +10.2% | -7.2% | +17.4% | +15.6% |
| 30D | -9.6% | -2.8% | -6.8% | -8.3% |
| 3M | -31.5% | +13.0% | -44.5% | -38.9% |
| 6M | -18.7% | +0.7% | -19.4% | -22.9% |
| YTD | -49.9% | -9.0% | -40.9% | -50.0% |
| 1Y | -45.5% | -16.3% | -29.2% | -43.3% |
| 3Y | -34.1% | -1.1% | -33.0% | -45.6% |
| 5Y | -79.4% | -36.0% | -43.4% | -75.8% |
| 10Y | +48.9% | +139.9% | -90.9% | -25.2% |
| All | -14.4% | +214.7% | -229.1% | -62.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling