-80.7%
RUN vs TXG
-64.0%
-16.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.6% | -1.2% |
| 7D | -3.4% | +5.0% | -8.4% | -5.8% |
| 30D | -14.0% | +13.5% | -27.5% | -19.9% |
| 3M | -27.5% | +128.0% | -155.5% | -54.6% |
| 6M | -29.0% | +224.4% | -253.4% | -64.4% |
| YTD | -53.1% | +307.0% | -360.1% | -80.2% |
| 1Y | -46.7% | +427.2% | -474.0% | -82.0% |
| 3Y | -38.3% | +40.2% | -78.5% | -55.4% |
| 5Y | -80.7% | -64.0% | -16.7% | -73.7% |
| All | -80.7% | -64.0% | -16.6% | -73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling