-9.4%
T vs RUN
-57.8%
+48.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.1% | +5.7% | -0.6% |
| 7D | +1.6% | -13.7% | +15.3% | +1.1% |
| 30D | -2.9% | +9.4% | -12.3% | -2.5% |
| 3M | -7.5% | -13.4% | +5.9% | -8.1% |
| 6M | -9.9% | -39.6% | +29.7% | -11.5% |
| YTD | -6.4% | -53.7% | +47.2% | -10.0% |
| 1Y | -9.4% | -56.2% | +46.8% | -12.8% |
| All | -9.4% | -57.8% | +48.4% | -12.8% |
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