+452.0%
TEAM vs RUN
+66.4%
+385.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.1% | +6.0% | +1.1% |
| 7D | -16.9% | -13.7% | -3.2% | -14.7% |
| 30D | -26.8% | +9.4% | -36.2% | -28.6% |
| 3M | -1.9% | -13.4% | +11.5% | -0.5% |
| 6M | +79.2% | -39.6% | +118.7% | +93.1% |
| YTD | -6.1% | -53.7% | +47.6% | +3.3% |
| 1Y | -2.1% | -56.2% | +54.1% | +8.4% |
| 3Y | -13.6% | -9.7% | -3.9% | -38.0% |
| 5Y | -65.8% | -85.5% | +19.7% | -65.1% |
| All | +452.0% | +66.4% | +385.6% | +226.4% |
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