-33.7%
TLT vs RUN
-80.3%
+46.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.1% |
| 7D | +0.4% | +10.2% | -9.8% | +0.1% |
| 30D | -0.3% | -9.6% | +9.3% | 0.0% |
| 3M | -1.7% | -31.5% | +29.8% | -0.8% |
| 6M | -4.9% | -18.7% | +13.8% | -4.6% |
| YTD | -2.8% | -49.9% | +47.1% | -1.6% |
| 1Y | -4.2% | -45.5% | +41.3% | -3.5% |
| 3Y | -1.1% | -34.1% | +33.0% | -4.8% |
| 5Y | -33.7% | -79.4% | +45.7% | -35.9% |
| All | -33.7% | -80.3% | +46.6% | -35.9% |
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