+111.6%
T vs RUN
-31.9%
+143.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.9% |
| 7D | -1.3% | +1.3% | -2.5% | -1.3% |
| 30D | +11.4% | -15.3% | +26.6% | +11.9% |
| 3M | +14.3% | -40.0% | +54.3% | +16.0% |
| 6M | -9.3% | -27.0% | +17.7% | -8.7% |
| YTD | +7.1% | -51.7% | +58.8% | +8.7% |
| 1Y | -9.1% | -45.9% | +36.8% | -8.5% |
| 3Y | +105.3% | -43.8% | +149.1% | +96.7% |
| 5Y | +66.8% | -80.5% | +147.3% | +63.7% |
| 10Y | +66.8% | +45.3% | +21.5% | +38.7% |
| All | +111.6% | -31.9% | +143.5% | +77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling