+10.6%
TMO vs RUN
-81.0%
+91.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | -0.6% | -3.7% | +3.1% | -0.4% |
| 30D | +1.1% | -13.0% | +14.1% | +2.1% |
| 3M | +28.3% | -31.8% | +60.1% | +31.6% |
| 6M | +23.3% | -32.2% | +55.5% | +25.9% |
| YTD | +5.5% | -53.5% | +58.9% | +9.7% |
| 1Y | +24.5% | -46.5% | +71.1% | +27.3% |
| 3Y | +19.6% | -37.6% | +57.2% | +8.6% |
| All | +10.6% | -81.0% | +91.6% | +7.5% |
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