-53.1%
TE vs RUN
-43.5%
-9.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | +0.2% | -3.7% | +3.9% | +1.5% |
| 30D | -5.9% | -13.0% | +7.1% | -1.9% |
| 3M | -45.6% | -31.8% | -13.8% | -38.9% |
| 6M | -43.4% | -32.2% | -11.1% | -36.9% |
| YTD | -31.0% | -53.5% | +22.5% | -16.3% |
| 1Y | +145.2% | -46.5% | +191.7% | +185.5% |
| 3Y | -24.1% | -37.6% | +13.6% | -31.0% |
| 5Y | -48.1% | -80.9% | +32.7% | -44.9% |
| All | -53.1% | -43.5% | -9.6% | -50.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling