-6.5%
RUN vs TW
+44.1%
-50.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.5% |
| 7D | -13.5% | +3.9% | -17.4% | -12.5% |
| 30D | +18.3% | +19.9% | -1.6% | +24.6% |
| 3M | -12.5% | +25.9% | -38.4% | -6.1% |
| 6M | -40.3% | +21.1% | -61.5% | -35.9% |
| YTD | -53.1% | +23.9% | -77.0% | -49.1% |
| 1Y | -54.3% | +21.2% | -75.5% | -50.6% |
| 3Y | -6.5% | +44.8% | -51.3% | +25.2% |
| All | -6.5% | +44.1% | -50.6% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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