-20.8%
TLT vs RUN
+43.4%
-64.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.8% | -1.1% |
| 7D | -1.6% | -3.4% | +1.8% | -1.5% |
| 30D | -1.3% | -14.0% | +12.6% | -1.2% |
| 3M | -3.7% | -27.5% | +23.8% | -3.4% |
| 6M | -6.4% | -29.0% | +22.6% | -6.1% |
| YTD | -4.5% | -53.1% | +48.6% | -4.0% |
| 1Y | -5.9% | -46.7% | +40.9% | -5.6% |
| 3Y | -2.8% | -38.3% | +35.5% | -3.8% |
| 5Y | -35.1% | -80.7% | +45.6% | -36.1% |
| All | -20.8% | +43.4% | -64.1% | -16.3% |
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