-25.8%
TE vs RUN
-53.7%
+27.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.8% | -4.2% |
| 7D | +3.8% | +18.5% | -14.7% | -5.1% |
| 30D | -26.2% | +15.5% | -41.7% | -31.6% |
| 3M | -49.7% | -20.3% | -29.4% | -44.2% |
| 6M | -46.5% | -30.8% | -15.7% | -36.2% |
| YTD | -59.1% | -52.2% | -6.9% | -44.8% |
| 1Y | -25.8% | -53.9% | +28.1% | +0.6% |
| All | -25.8% | -53.7% | +27.9% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling