+303.8%
TD vs RUN
+42.2%
+261.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | -0.5% | -3.7% | +3.2% | -0.3% |
| 30D | -1.9% | -13.0% | +11.1% | -0.9% |
| 3M | +4.8% | -31.8% | +36.5% | +7.4% |
| 6M | +28.0% | -32.2% | +60.2% | +30.7% |
| YTD | +30.3% | -53.5% | +83.8% | +35.6% |
| 1Y | +59.8% | -46.5% | +106.3% | +63.5% |
| 3Y | +124.7% | -37.6% | +162.3% | +105.7% |
| 5Y | +127.0% | -80.9% | +207.8% | +121.6% |
| All | +303.8% | +42.2% | +261.6% | +166.5% |
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