+101.4%
TD vs RUN
-85.3%
+186.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | +1.1% | -13.5% | +14.6% | +1.8% |
| 30D | +5.2% | +18.3% | -13.1% | +4.1% |
| 3M | +1.2% | -12.5% | +13.7% | +1.6% |
| 6M | +17.7% | -40.3% | +58.1% | +20.1% |
| YTD | +34.2% | -53.1% | +87.3% | +37.4% |
| 1Y | +55.4% | -54.3% | +109.7% | +59.2% |
| 3Y | +130.4% | -6.5% | +136.9% | +111.1% |
| All | +101.4% | -85.3% | +186.7% | +103.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling