+396.0%
TPR vs RUN
-7.3%
+403.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.3% |
| 7D | -0.3% | -13.5% | +13.2% | +1.1% |
| 30D | +15.1% | +18.3% | -3.2% | +13.0% |
| 3M | +3.5% | -12.5% | +16.0% | +4.4% |
| 6M | +0.4% | -40.3% | +40.8% | +4.6% |
| YTD | +4.6% | -53.1% | +57.7% | +9.6% |
| 1Y | +33.1% | -54.3% | +87.4% | +39.6% |
| 3Y | +396.0% | -6.5% | +402.5% | +295.9% |
| All | +396.0% | -7.3% | +403.3% | +295.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling