+29.9%
TPR vs RUN
-55.1%
+85.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.1% | -5.8% | -2.0% |
| 7D | +6.4% | +3.2% | +3.2% | +6.0% |
| 30D | +13.8% | +19.5% | -5.7% | +11.9% |
| 3M | -16.6% | -9.6% | -7.1% | -16.4% |
| 6M | +0.7% | -37.3% | +38.0% | +3.9% |
| YTD | +5.3% | -50.7% | +56.0% | +8.0% |
| All | +29.9% | -55.1% | +85.0% | +33.7% |
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