-6.4%
T vs RUN
-53.7%
+47.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +2.1% |
| 7D | +5.5% | +18.5% | -13.0% | +6.1% |
| 30D | -8.9% | +15.5% | -24.4% | -8.4% |
| 3M | -5.6% | -20.3% | +14.7% | -6.5% |
| 6M | -14.3% | -30.8% | +16.5% | -15.3% |
| YTD | -7.9% | -52.2% | +44.3% | -10.7% |
| 1Y | -6.4% | -53.9% | +47.5% | -9.3% |
| All | -6.4% | -53.7% | +47.3% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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