+62.5%
T vs RUN
+66.4%
-3.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.1% | +5.7% | -0.2% |
| 7D | +1.6% | -13.7% | +15.3% | +2.1% |
| 30D | -2.9% | +9.4% | -12.3% | -3.3% |
| 3M | -7.5% | -13.4% | +5.9% | -7.2% |
| 6M | -9.9% | -39.6% | +29.7% | -8.7% |
| YTD | -6.4% | -53.7% | +47.2% | -5.0% |
| 1Y | -9.4% | -56.2% | +46.8% | -7.9% |
| 3Y | +64.9% | -9.7% | +74.6% | +52.9% |
| 5Y | +57.0% | -85.5% | +142.4% | +57.6% |
| All | +62.5% | +66.4% | -3.9% | +27.2% |
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