+1,133.6%
TER vs RUN
-23.6%
+1,157.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.4% |
| 7D | -20.5% | +33.4% | -53.9% | -25.3% |
| 30D | -47.0% | +31.1% | -78.2% | -50.1% |
| 3M | -43.3% | +6.4% | -49.7% | -44.7% |
| 6M | -42.9% | -22.2% | -20.7% | -41.0% |
| YTD | +12.9% | -45.8% | +58.6% | +21.9% |
| 1Y | +18.2% | -51.1% | +69.3% | +29.1% |
| 3Y | +151.8% | -3.0% | +154.8% | +99.3% |
| 5Y | +54.2% | -82.2% | +136.5% | +55.2% |
| 10Y | +908.2% | +111.9% | +796.3% | +559.3% |
| All | +1,133.6% | -23.6% | +1,157.2% | +737.8% |
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