+62.5%
T vs RUN
+68.6%
-6.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | +2.5% | -13.5% | +16.1% | +3.0% |
| 30D | -3.8% | +18.3% | -22.1% | -4.4% |
| 3M | -8.7% | -12.5% | +3.7% | -8.5% |
| 6M | -8.1% | -40.3% | +32.2% | -6.9% |
| YTD | -6.4% | -53.1% | +46.6% | -5.1% |
| 1Y | -9.8% | -54.3% | +44.5% | -8.4% |
| 3Y | +65.5% | -6.5% | +72.0% | +53.2% |
| 5Y | +57.0% | -85.3% | +142.2% | +57.5% |
| All | +62.5% | +68.6% | -6.1% | +27.1% |
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