+123.5%
TD vs RUN
-80.9%
+204.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.4% | -0.9% |
| 7D | -1.9% | -1.8% | -0.1% | -1.8% |
| 30D | -1.6% | -10.8% | +9.2% | -1.1% |
| 3M | +4.6% | -30.2% | +34.8% | +6.2% |
| 6M | +26.8% | -22.3% | +49.1% | +27.8% |
| YTD | +28.3% | -52.2% | +80.5% | +31.6% |
| 1Y | +60.4% | -45.1% | +105.6% | +62.8% |
| 3Y | +125.7% | -37.1% | +162.8% | +112.9% |
| All | +123.5% | -80.9% | +204.4% | +120.0% |
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