-19.1%
TE vs RUN
-37.3%
+18.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.6% | +1.6% | -1.4% |
| 7D | +15.0% | -1.8% | +16.8% | +15.8% |
| 30D | -7.5% | -10.8% | +3.3% | -3.8% |
| 3M | -42.0% | -30.2% | -11.8% | -34.5% |
| 6M | -31.4% | -22.3% | -9.1% | -25.9% |
| YTD | -26.5% | -52.2% | +25.7% | -9.8% |
| 1Y | +153.1% | -45.1% | +198.2% | +197.2% |
| All | -19.1% | -37.3% | +18.2% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling