-10.2%
TLT vs RUN
-33.9%
+23.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.4% |
| 7D | -3.1% | -13.5% | +10.4% | -3.0% |
| 30D | +1.0% | +18.3% | -17.3% | +0.9% |
| 3M | -2.7% | -12.5% | +9.8% | -2.7% |
| 6M | -4.1% | -40.3% | +36.2% | -3.9% |
| YTD | -5.4% | -53.1% | +47.7% | -5.0% |
| 1Y | -7.0% | -54.3% | +47.3% | -6.7% |
| 3Y | +2.8% | -6.5% | +9.3% | +2.4% |
| 5Y | -35.4% | -85.3% | +49.9% | -36.7% |
| 10Y | -13.1% | +68.9% | -82.0% | -7.2% |
| All | -10.2% | -33.9% | +23.7% | -5.0% |
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