+85.5%
T vs RUN
-30.6%
+116.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.7% | +1.3% |
| 7D | +2.0% | +3.2% | -1.2% | +1.8% |
| 30D | -1.0% | +19.5% | -20.5% | -1.7% |
| 3M | -8.1% | -9.6% | +1.5% | -8.0% |
| 6M | -8.3% | -37.3% | +29.0% | -7.2% |
| YTD | -6.1% | -50.7% | +44.6% | -4.9% |
| 1Y | -7.4% | -54.1% | +46.7% | -6.0% |
| 3Y | +65.4% | -3.9% | +69.4% | +54.4% |
| 5Y | +57.6% | -84.4% | +142.0% | +57.0% |
| 10Y | +61.4% | +77.5% | -16.1% | +33.5% |
| All | +85.5% | -30.6% | +116.0% | +55.4% |
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