-46.5%
RUN vs TXG
+453.6%
-500.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.1% | -1.4% |
| 7D | -3.7% | +9.5% | -13.2% | -5.4% |
| 30D | -13.0% | +18.8% | -31.8% | -15.9% |
| 3M | -31.8% | +136.1% | -167.9% | -41.1% |
| 6M | -32.2% | +235.2% | -267.5% | -43.9% |
| YTD | -53.5% | +320.5% | -374.0% | -62.4% |
| 1Y | -46.5% | +425.2% | -471.7% | -57.0% |
| All | -46.5% | +453.6% | -500.1% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling