+1,402.5%
TER vs RUN
-30.6%
+1,433.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.1% | +4.2% | +7.5% |
| 7D | +5.9% | +3.2% | +2.7% | +4.5% |
| 30D | -30.8% | +19.5% | -50.3% | -33.8% |
| 3M | -29.9% | -9.6% | -20.4% | -29.6% |
| 6M | -27.5% | -37.3% | +9.9% | -22.0% |
| YTD | +37.5% | -50.7% | +88.2% | +50.9% |
| 1Y | +50.3% | -54.1% | +104.3% | +66.6% |
| 3Y | +204.9% | -3.9% | +208.8% | +141.3% |
| 5Y | +89.2% | -84.4% | +173.6% | +94.9% |
| 10Y | +1,077.0% | +77.5% | +999.5% | +685.8% |
| All | +1,402.5% | -30.6% | +1,433.0% | +937.2% |
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 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