+66.9%
T vs RUN
+43.4%
+23.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +1.7% |
| 7D | -2.4% | -3.4% | +0.9% | -2.3% |
| 30D | +4.3% | -14.0% | +18.2% | +4.8% |
| 3M | +11.6% | -27.5% | +39.0% | +12.5% |
| 6M | -5.6% | -29.0% | +23.4% | -4.9% |
| YTD | +6.6% | -53.1% | +59.7% | +8.4% |
| 1Y | -8.4% | -46.7% | +38.4% | -7.7% |
| 3Y | +107.8% | -38.3% | +146.2% | +96.8% |
| 5Y | +68.3% | -80.7% | +149.0% | +65.1% |
| All | +66.9% | +43.4% | +23.6% | +29.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling