+256.1%
TPR vs RUN
-82.6%
+338.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.2% |
| 7D | +14.2% | +33.4% | -19.2% | +10.1% |
| 30D | +17.1% | +31.1% | -14.1% | +13.0% |
| 3M | -17.7% | +6.4% | -24.1% | -18.8% |
| 6M | -10.2% | -22.2% | +12.0% | -8.7% |
| YTD | +4.9% | -45.8% | +50.7% | +9.5% |
| 1Y | +36.1% | -51.1% | +87.3% | +43.0% |
| 3Y | +416.5% | -3.0% | +419.5% | +319.1% |
| All | +256.1% | -82.6% | +338.7% | +301.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling