+364.7%
TD vs RUN
-31.9%
+396.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.3% |
| 7D | +0.3% | +1.3% | -0.9% | +0.2% |
| 30D | +0.4% | -15.3% | +15.6% | +1.5% |
| 3M | +7.6% | -40.0% | +47.7% | +11.3% |
| 6M | +25.0% | -27.0% | +51.9% | +26.9% |
| YTD | +31.0% | -51.7% | +82.7% | +35.8% |
| 1Y | +65.2% | -45.9% | +111.1% | +68.7% |
| 3Y | +122.5% | -43.8% | +166.3% | +107.0% |
| 5Y | +124.8% | -80.5% | +205.3% | +119.0% |
| 10Y | +298.2% | +45.3% | +253.0% | +186.9% |
| All | +364.7% | -31.9% | +396.6% | +244.1% |
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