-44.4%
RUN vs TXG
+24.6%
-69.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.6% | -7.1% | -5.8% |
| 7D | -1.8% | +9.1% | -10.9% | -6.1% |
| 30D | -10.8% | +14.9% | -25.7% | -17.2% |
| 3M | -30.2% | +120.0% | -150.1% | -54.4% |
| 6M | -22.3% | +221.8% | -244.1% | -59.5% |
| YTD | -52.2% | +312.6% | -364.7% | -79.0% |
| 1Y | -45.1% | +398.4% | -443.5% | -79.6% |
| 3Y | -37.1% | +42.1% | -79.2% | -56.1% |
| 5Y | -80.3% | -63.5% | -16.8% | -76.4% |
| All | -44.4% | +24.6% | -69.0% | -58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling