+654.8%
TDG vs RUN
-32.6%
+687.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | -1.2% |
| 7D | -2.4% | -1.8% | -0.6% | -2.3% |
| 30D | -8.0% | -10.8% | +2.8% | -7.0% |
| 3M | -10.5% | -30.2% | +19.7% | -7.7% |
| 6M | -11.9% | -22.3% | +10.4% | -10.7% |
| YTD | -15.4% | -52.2% | +36.8% | -11.1% |
| 1Y | -14.2% | -45.1% | +30.9% | -12.1% |
| 3Y | +51.0% | -37.1% | +88.1% | +32.0% |
| 5Y | +126.5% | -80.3% | +206.7% | +117.0% |
| 10Y | +535.6% | +45.2% | +490.3% | +342.9% |
| All | +654.8% | -32.6% | +687.4% | +429.9% |
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