-7.8%
TLT vs RUN
-31.9%
+24.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -0.4% | +1.3% | -1.7% | -0.4% |
| 30D | -0.6% | -15.3% | +14.7% | -0.5% |
| 3M | -2.7% | -40.0% | +37.3% | -2.4% |
| 6M | -5.6% | -27.0% | +21.3% | -5.5% |
| YTD | -2.8% | -51.7% | +48.9% | -2.5% |
| 1Y | -1.4% | -45.9% | +44.5% | -1.2% |
| 3Y | -1.6% | -43.8% | +42.2% | -2.3% |
| 5Y | -33.8% | -80.5% | +46.7% | -34.7% |
| 10Y | -21.1% | +45.3% | -66.4% | -16.0% |
| All | -7.8% | -31.9% | +24.2% | -2.4% |
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