+349.5%
TMO vs RUN
-33.9%
+383.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.3% |
| 7D | -2.5% | -3.4% | +0.9% | -2.2% |
| 30D | -0.3% | -14.0% | +13.7% | +0.9% |
| 3M | +25.3% | -27.5% | +52.7% | +28.0% |
| 6M | +20.9% | -29.0% | +49.8% | +23.2% |
| YTD | +4.3% | -53.1% | +57.4% | +8.9% |
| 1Y | +27.0% | -46.7% | +73.8% | +30.2% |
| 3Y | +17.5% | -38.3% | +55.8% | +7.4% |
| 5Y | +6.9% | -80.7% | +87.6% | +3.6% |
| 10Y | +332.0% | +42.4% | +289.6% | +245.5% |
| All | +349.5% | -33.9% | +383.4% | +262.2% |
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 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