-37.6%
RUN vs TXG
+43.8%
-81.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.1% | -2.2% |
| 7D | -3.7% | +9.5% | -13.2% | -7.3% |
| 30D | -13.0% | +18.8% | -31.8% | -19.3% |
| 3M | -31.8% | +136.1% | -167.9% | -53.4% |
| 6M | -32.2% | +235.2% | -267.5% | -61.0% |
| YTD | -53.5% | +320.5% | -374.0% | -76.8% |
| 1Y | -46.5% | +425.2% | -471.7% | -77.4% |
| 3Y | -37.6% | +42.9% | -80.5% | -25.2% |
| All | -37.6% | +43.8% | -81.4% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling