-34.7%
TLT vs RUN
-83.2%
+48.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.1% |
| 7D | -1.0% | +3.2% | -4.2% | -1.2% |
| 30D | +3.7% | +19.5% | -15.8% | +3.0% |
| 3M | -0.8% | -9.6% | +8.8% | -0.6% |
| 6M | -3.6% | -37.3% | +33.8% | -2.6% |
| YTD | -3.9% | -50.7% | +46.8% | -2.8% |
| 1Y | -6.2% | -54.1% | +47.9% | -5.0% |
| 3Y | +4.2% | -3.9% | +8.1% | -0.9% |
| 5Y | -34.7% | -84.4% | +49.7% | -39.2% |
| All | -34.7% | -83.2% | +48.6% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling