-4.8%
TLT vs RUN
-45.7%
+40.9%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | -0.5% |
| 7D | -0.3% | -1.8% | +1.5% | -0.2% |
| 30D | 0.0% | -10.8% | +10.8% | +0.1% |
| 3M | -2.9% | -30.2% | +27.3% | -2.5% |
| 6M | -6.3% | -22.3% | +16.1% | -5.8% |
| YTD | -3.3% | -52.2% | +48.8% | -3.2% |
| All | -4.8% | -45.7% | +40.9% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling