+13.6%
TPR vs RUN
-49.0%
+62.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.7% | -7.4% | -4.0% |
| 7D | -3.4% | +10.2% | -13.5% | -4.0% |
| 30D | -27.3% | -9.6% | -17.7% | -26.9% |
| 3M | -16.2% | -31.5% | +15.3% | -14.3% |
| 6M | -17.9% | -18.7% | +0.8% | -17.2% |
| YTD | -7.1% | -49.9% | +42.8% | -4.5% |
| 1Y | +13.6% | -45.5% | +59.1% | +17.2% |
| All | +13.6% | -49.0% | +62.6% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling