+357.0%
TPR vs RUN
+66.4%
+290.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.1% | +5.5% | +0.5% |
| 7D | -1.1% | -13.7% | +12.5% | +1.1% |
| 30D | +15.1% | +9.4% | +5.7% | +12.9% |
| 3M | -13.4% | -13.4% | 0.0% | -12.1% |
| 6M | +1.4% | -39.6% | +40.9% | +8.1% |
| YTD | +4.8% | -53.7% | +58.5% | +13.4% |
| 1Y | +29.2% | -56.2% | +85.4% | +40.7% |
| 3Y | +403.7% | -9.7% | +413.4% | +286.2% |
| 5Y | +230.8% | -85.5% | +316.3% | +238.4% |
| All | +357.0% | +66.4% | +290.6% | +126.9% |
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