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  • TPR vs RUN✓SelectedUSD · RUNTPR vs RUN performance historyLatest closeAs of-3.73%09/08
Stock and ETF performance explorer

TPR vs RUN

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+311.2%
RUN return
+46.3%
Excess return
+264.8%
Maximum drawdown
-78.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioRUNExcessAlpha
1D-3.7%+3.7%-7.4%-4.3%
7D-3.4%+10.2%-13.5%-5.0%
30D-27.3%-9.6%-17.7%-26.3%
3M-16.2%-31.5%+15.3%-11.8%
6M-17.9%-18.7%+0.8%-16.8%
YTD-7.1%-49.9%+42.8%-0.2%
1Y+13.6%-45.5%+59.1%+18.5%
3Y+293.7%-34.1%+327.8%+223.1%
5Y+239.1%-79.4%+318.5%+220.1%
10Y+311.2%+48.9%+262.2%+110.6%
All+311.2%+46.3%+264.8%+110.6%

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 10y: 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…

10y analysis · Full analysis span regression · 6 months rolling